------------------------------------------------------------------------------------------------------------------------------------
      name:  <unnamed>
       log:  C:\Users\agnolin\OneDrive - Università Commerciale Luigi Bocconi\CPS paper\Text-Tables\Paper\Submissions\CPS\Final_Resu
> bmission\Replication_Folder\replication_obs_evidence_ess_logfile.log
  log type:  text
 opened on:   4 Jun 2024, 16:03:41

. 
. * Import data
. 
. use ".\replication_observational_evidence_ess", replace

. 
. 
. *** FIGURE 1
. 
. ** To reproduce figure 1, run the R code figure1_ess.
. 
. 
. 
. *** APPENDIX
. 
. 
. 
. *** Regressions Cultural attitudes on import shock, as in Table D1
. 
. ** Table D1, column 1. Dependent variable: Liberal values
. 
. ivreg2 liberal (import_shock_sur=instrument_shock_sur) female agea CY_s* Edu_level* [pweight=pweight], first savefirst  
(sum of wgt is     1.0095e+05)
Warning - collinearities detected
Vars dropped:       CY_sur1 CY_sur5 CY_sur12 CY_sur17 CY_sur23 CY_sur37
                    CY_sur39 CY_sur46 CY_sur53 CY_sur60 CY_sur67 CY_sur73
                    CY_sur80 CY_sur86 Edu_level4

Stored estimation results
-------------------------
---------------------------------------------------------------------------------------
             |           Dependent  Number of        
        Name | Command    variable     param.  Title 
-------------+-------------------------------------------------------------------------
_ivreg2_im~r | ivreg2    import_sho~r      94  First-stage regression: import_shock_sur
---------------------------------------------------------------------------------------

First-stage regressions
-----------------------


First-stage regression of import_shock_sur:

Statistics robust to heteroskedasticity
Number of obs =                  95806
--------------------------------------------------------------------------------------
                     |               Robust
    import_shock_sur | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
---------------------+----------------------------------------------------------------
instrument_shock_sur |   .0775672   .0010018    77.43   0.000     .0756036    .0795308
              female |  -.0009108    .000594    -1.53   0.125     -.002075    .0002535
                agea |  -.0000277   .0000163    -1.70   0.089    -.0000596    4.23e-06
             CY_sur1 |          0  (omitted)
             CY_sur2 |  -.4764902   .0057623   -82.69   0.000    -.4877843   -.4651961
             CY_sur3 |  -.8101396   .0092877   -87.23   0.000    -.8283434   -.7919357
             CY_sur4 |  -.5725224   .0074753   -76.59   0.000    -.5871739   -.5578709
             CY_sur5 |          0  (omitted)
             CY_sur6 |  -.0172767   .0011951   -14.46   0.000    -.0196191   -.0149342
             CY_sur7 |  -.2595967   .0039679   -65.42   0.000    -.2673737   -.2518196
             CY_sur8 |   .1837802   .0037688    48.76   0.000     .1763934    .1911671
             CY_sur9 |  -.1876024   .0065323   -28.72   0.000    -.2004056   -.1747991
            CY_sur10 |  -.1509987   .0064309   -23.48   0.000    -.1636032   -.1383942
            CY_sur11 |   .1441312    .006006    24.00   0.000     .1323595    .1559029
            CY_sur12 |          0  (omitted)
            CY_sur13 |  -.1204736   .0011953  -100.79   0.000    -.1228164   -.1181308
            CY_sur14 |  -.6947312   .0088489   -78.51   0.000    -.7120749   -.6773875
            CY_sur15 |  -.8544267   .0132638   -64.42   0.000    -.8804235   -.8284299
            CY_sur16 |  -.6272648   .0120281   -52.15   0.000    -.6508398   -.6036898
            CY_sur17 |          0  (omitted)
            CY_sur18 |  -.1111344   .0007191  -154.54   0.000    -.1125439   -.1097249
            CY_sur19 |  -.0764313   .0007897   -96.79   0.000     -.077979   -.0748835
            CY_sur20 |  -.0761656   .0004025  -189.23   0.000    -.0769545   -.0753767
            CY_sur21 |  -.0259497   .0009432   -27.51   0.000    -.0277984    -.024101
            CY_sur22 |  -.1004033   .0004284  -234.38   0.000    -.1012429   -.0995637
            CY_sur23 |          0  (omitted)
            CY_sur24 |  -.0436949   .0013189   -33.13   0.000    -.0462799     -.04111
            CY_sur25 |  -.0868663   .0007154  -121.42   0.000    -.0882684   -.0854641
            CY_sur26 |  -.0009035   .0008584    -1.05   0.293     -.002586    .0007791
            CY_sur27 |   .0668146   .0023392    28.56   0.000     .0622298    .0713994
            CY_sur28 |   .0640113   .0011063    57.86   0.000      .061843    .0661796
            CY_sur29 |   .1109611   .0015622    71.03   0.000     .1078992    .1140229
            CY_sur30 |  -.4104906     .00418   -98.20   0.000    -.4186833   -.4022979
            CY_sur31 |  -.5849851   .0070882   -82.53   0.000    -.5988778   -.5710924
            CY_sur32 |  -.1422149   .0029815   -47.70   0.000    -.1480586   -.1363712
            CY_sur33 |  -1.149994   .0136106   -84.49   0.000    -1.176671   -1.123317
            CY_sur34 |   -1.63014   .0215198   -75.75   0.000    -1.672318   -1.587961
            CY_sur35 |  -1.517459   .0215479   -70.42   0.000    -1.559693   -1.475225
            CY_sur36 |  -1.486629   .0193868   -76.68   0.000    -1.524627   -1.448631
            CY_sur37 |          0  (omitted)
            CY_sur38 |  -.0645844   .0008265   -78.15   0.000    -.0662043   -.0629646
            CY_sur39 |          0  (omitted)
            CY_sur40 |   .3199422   .0050233    63.69   0.000     .3100966    .3297878
            CY_sur41 |   .0109712   .0056884     1.93   0.054     -.000178    .0221204
            CY_sur42 |   .2577927   .0055619    46.35   0.000     .2468915    .2686939
            CY_sur43 |   .5915407   .0218079    27.13   0.000     .5487974     .634284
            CY_sur44 |   1.102179   .0166418    66.23   0.000     1.069562    1.134797
            CY_sur45 |   .8060258    .012517    64.39   0.000     .7814927    .8305589
            CY_sur46 |          0  (omitted)
            CY_sur47 |  -.1138839   .0017488   -65.12   0.000    -.1173116   -.1104562
            CY_sur48 |  -.1008011   .0298119    -3.38   0.001    -.1592322   -.0423701
            CY_sur49 |  -.7728137   .0098172   -78.72   0.000    -.7920553   -.7535721
            CY_sur50 |  -.8984157   .0756731   -11.87   0.000    -1.046734   -.7500973
            CY_sur51 |  -.7212531   .0124503   -57.93   0.000    -.7456554   -.6968507
            CY_sur52 |  -.7590811   .0123497   -61.47   0.000    -.7832862   -.7348759
            CY_sur53 |          0  (omitted)
            CY_sur54 |  -.0840173   .0012107   -69.39   0.000    -.0863903   -.0816442
            CY_sur55 |  -.3493094   .0044254   -78.93   0.000    -.3579831   -.3406357
            CY_sur56 |   -.301556   .0046188   -65.29   0.000    -.3106087   -.2925032
            CY_sur57 |   -.510058   .0064748   -78.78   0.000    -.5227484   -.4973675
            CY_sur58 |  -.4475938   .0071421   -62.67   0.000    -.4615923   -.4335953
            CY_sur59 |  -.4266009    .004874   -87.53   0.000     -.436154   -.4170479
            CY_sur60 |          0  (omitted)
            CY_sur61 |   -.059955   .0011987   -50.02   0.000    -.0623045   -.0576056
            CY_sur62 |  -.1618076   .0025183   -64.25   0.000    -.1667436   -.1568717
            CY_sur63 |  -.1047472   .0006901  -151.79   0.000    -.1060998   -.1033946
            CY_sur64 |  -.1408645   .0037019   -38.05   0.000    -.1481203   -.1336088
            CY_sur65 |  -.0389999   .0012636   -30.86   0.000    -.0414766   -.0365232
            CY_sur66 |   -.064368   .0010023   -64.22   0.000    -.0663325   -.0624034
            CY_sur67 |          0  (omitted)
            CY_sur68 |  -.0988601   .0011628   -85.02   0.000    -.1011391    -.096581
            CY_sur69 |  -.2915553   .0038037   -76.65   0.000    -.2990104   -.2841002
            CY_sur70 |  -.5487142   .0138977   -39.48   0.000    -.5759536   -.5214748
            CY_sur71 |  -.4240955   .0060324   -70.30   0.000    -.4359189   -.4122721
            CY_sur72 |  -.3891509   .0057008   -68.26   0.000    -.4003243   -.3779775
            CY_sur73 |          0  (omitted)
            CY_sur74 |  -.0937769   .0011735   -79.91   0.000    -.0960769    -.091477
            CY_sur75 |  -.4573283   .0114835   -39.82   0.000    -.4798358   -.4348208
            CY_sur76 |  -.4095213   .0042454   -96.46   0.000    -.4178423   -.4012003
            CY_sur77 |  -.5823698   .0079328   -73.41   0.000     -.597918   -.5668215
            CY_sur78 |  -.5473366   .0068729   -79.64   0.000    -.5608074   -.5338657
            CY_sur79 |  -.5341319   .0061836   -86.38   0.000    -.5462517   -.5220121
            CY_sur80 |          0  (omitted)
            CY_sur81 |  -.0075078   .0011959    -6.28   0.000    -.0098518   -.0051638
            CY_sur82 |  -.0755951   .0007615   -99.27   0.000    -.0770876   -.0741026
            CY_sur83 |  -.1128662   .0005915  -190.81   0.000    -.1140256   -.1117069
            CY_sur84 |  -.0286295   .0007045   -40.64   0.000    -.0300104   -.0272487
            CY_sur85 |   .0055691   .0010334     5.39   0.000     .0035437    .0075944
            CY_sur86 |          0  (omitted)
          Edu_level1 |  -.0004999   .0022649    -0.22   0.825    -.0049391    .0039393
          Edu_level2 |   .0040974   .0009195     4.46   0.000     .0022952    .0058996
          Edu_level3 |   .0000849   .0007787     0.11   0.913    -.0014414    .0016112
          Edu_level4 |          0  (omitted)
               _cons |   .0660292   .0014843    44.49   0.000       .06312    .0689384
--------------------------------------------------------------------------------------
F test of excluded instruments:
  F(  1, 95727) =  5994.82
  Prob > F      =   0.0000
Sanderson-Windmeijer multivariate F test of excluded instruments:
  F(  1, 95727) =  5994.82
  Prob > F      =   0.0000



Summary results for first-stage regressions
-------------------------------------------

                                           (Underid)            (Weak id)
Variable     | F(  1, 95727)  P-val | SW Chi-sq(  1) P-val | SW F(  1, 95727)
import_shock |    5994.82    0.0000 |     5999.77   0.0000 |     5994.82

NB: first-stage test statistics heteroskedasticity-robust

Stock-Yogo weak ID F test critical values for single endogenous regressor:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for i.i.d. errors only.

Underidentification test
Ho: matrix of reduced form coefficients has rank=K1-1 (underidentified)
Ha: matrix has rank=K1 (identified)
Kleibergen-Paap rk LM statistic          Chi-sq(1)=3828.47  P-val=0.0000

Weak identification test
Ho: equation is weakly identified
Cragg-Donald Wald F statistic                                   47462.00
Kleibergen-Paap Wald rk F statistic                              5994.82

Stock-Yogo weak ID test critical values for K1=1 and L1=1:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.

Weak-instrument-robust inference
Tests of joint significance of endogenous regressors B1 in main equation
Ho: B1=0 and orthogonality conditions are valid
Anderson-Rubin Wald test           F(1,95727)=    33.47     P-val=0.0000
Anderson-Rubin Wald test           Chi-sq(1)=     33.50     P-val=0.0000
Stock-Wright LM S statistic        Chi-sq(1)=     33.71     P-val=0.0000

NB: Underidentification, weak identification and weak-identification-robust
    test statistics heteroskedasticity-robust

Number of observations               N  =      95806
Number of regressors                 K  =         79
Number of endogenous regressors      K1 =          1
Number of instruments                L  =         79
Number of excluded instruments       L1 =          1

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =    95806
                                                      F( 78, 95727) =    68.99
                                                      Prob > F      =   0.0000
Total (centered) SS     =  148755.7485                Centered R2   =   0.0409
Total (uncentered) SS   =  148994.4718                Uncentered R2 =   0.0424
Residual SS             =  142671.4422                Root MSE      =     1.22

----------------------------------------------------------------------------------
                 |               Robust
         liberal | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-----------------+----------------------------------------------------------------
import_shock_sur |   .2206173   .0381977     5.78   0.000     .1457512    .2954833
          female |    -.13652    .010906   -12.52   0.000    -.1578953   -.1151447
            agea |  -.0012642   .0003096    -4.08   0.000     -.001871   -.0006573
         CY_sur1 |          0  (omitted)
         CY_sur2 |  -.1201341   .0394969    -3.04   0.002    -.1975466   -.0427216
         CY_sur3 |  -.0220527   .0381431    -0.58   0.563    -.0968117    .0527063
         CY_sur4 |   .0250708   .0377283     0.66   0.506    -.0488754     .099017
         CY_sur5 |          0  (omitted)
         CY_sur6 |  -.1254559    .038419    -3.27   0.001    -.2007557   -.0501561
         CY_sur7 |  -.4854875    .126126    -3.85   0.000    -.7326899   -.2382852
         CY_sur8 |  -.2689644   .0421795    -6.38   0.000    -.3516348   -.1862941
         CY_sur9 |  -.1990898   .1053321    -1.89   0.059    -.4055369    .0073572
        CY_sur10 |  -.1888912   .0430185    -4.39   0.000     -.273206   -.1045764
        CY_sur11 |  -.2848569    .043484    -6.55   0.000    -.3700841   -.1996297
        CY_sur12 |          0  (omitted)
        CY_sur13 |   -.086981   .0388197    -2.24   0.025    -.1630661   -.0108959
        CY_sur14 |  -.0773106   .0391918    -1.97   0.049    -.1541251   -.0004961
        CY_sur15 |  -.1628981    .038889    -4.19   0.000    -.2391192    -.086677
        CY_sur16 |  -.1551816   .0395754    -3.92   0.000    -.2327479   -.0776153
        CY_sur17 |          0  (omitted)
        CY_sur18 |  -.1300465   .0480676    -2.71   0.007    -.2242572   -.0358358
        CY_sur19 |  -.1659875   .0552871    -3.00   0.003    -.2743482   -.0576267
        CY_sur20 |  -.0693249   .0550375    -1.26   0.208    -.1771964    .0385465
        CY_sur21 |  -.0435742   .0473635    -0.92   0.358    -.1364049    .0492565
        CY_sur22 |    .057099   .0386783     1.48   0.140     -.018709     .132907
        CY_sur23 |          0  (omitted)
        CY_sur24 |  -.1001593   .0902074    -1.11   0.267    -.2769626     .076644
        CY_sur25 |  -.1021592   .0363137    -2.81   0.005    -.1733328   -.0309855
        CY_sur26 |  -.0989644   .0347864    -2.84   0.004    -.1671444   -.0307844
        CY_sur27 |    .075728    .064818     1.17   0.243     -.051313    .2027691
        CY_sur28 |  -.1193086   .0351703    -3.39   0.001    -.1882411   -.0503762
        CY_sur29 |  -.1228281   .0353616    -3.47   0.001    -.1921357   -.0535206
        CY_sur30 |  -.5259556   .0362319   -14.52   0.000    -.5969689   -.4549423
        CY_sur31 |  -.5809051   .0369033   -15.74   0.000    -.6532344   -.5085759
        CY_sur32 |  -.0230992   .2435675    -0.09   0.924    -.5004827    .4542843
        CY_sur33 |  -.1782937   .0407035    -4.38   0.000    -.2580711   -.0985163
        CY_sur34 |  -.2260481   .0461181    -4.90   0.000    -.3164379   -.1356583
        CY_sur35 |  -.2077091   .0643903    -3.23   0.001    -.3339118   -.0815064
        CY_sur36 |  -.0596917   .0523694    -1.14   0.254    -.1623338    .0429504
        CY_sur37 |          0  (omitted)
        CY_sur38 |  -.4511136   .0398308   -11.33   0.000    -.5291806   -.3730467
        CY_sur39 |          0  (omitted)
        CY_sur40 |  -.1044811   .0378551    -2.76   0.006    -.1786757   -.0302865
        CY_sur41 |   .0853068   .0776218     1.10   0.272    -.0668291    .2374427
        CY_sur42 |  -.2900761   .0438208    -6.62   0.000    -.3759633   -.2041888
        CY_sur43 |  -.1869925   .0739887    -2.53   0.011    -.3320076   -.0419774
        CY_sur44 |  -.4503266   .0697658    -6.45   0.000    -.5870651   -.3135881
        CY_sur45 |  -.4056862   .0580079    -6.99   0.000    -.5193796   -.2919928
        CY_sur46 |          0  (omitted)
        CY_sur47 |   .4331459    .040734    10.63   0.000     .3533087    .5129831
        CY_sur48 |   .2665836   .1721476     1.55   0.121    -.0708195    .6039867
        CY_sur49 |   .3579774   .0423695     8.45   0.000     .2749347    .4410202
        CY_sur50 |  -.1222428   .3225312    -0.38   0.705    -.7543923    .5099066
        CY_sur51 |   .2101752   .0416286     5.05   0.000     .1285847    .2917658
        CY_sur52 |   .2763267   .0422951     6.53   0.000     .1934298    .3592237
        CY_sur53 |          0  (omitted)
        CY_sur54 |   .3549102   .0455882     7.79   0.000      .265559    .4442614
        CY_sur55 |   .4367723   .1317115     3.32   0.001     .1786224    .6949222
        CY_sur56 |   .3893144   .0667059     5.84   0.000     .2585732    .5200557
        CY_sur57 |   .6950348   .0487434    14.26   0.000     .5994996      .79057
        CY_sur58 |   .1875983   .0556981     3.37   0.001      .078432    .2967645
        CY_sur59 |    .431502   .0397475    10.86   0.000     .3535983    .5094058
        CY_sur60 |          0  (omitted)
        CY_sur61 |  -.3424742   .0439071    -7.80   0.000    -.4285306   -.2564178
        CY_sur62 |  -.4974979   .0839396    -5.93   0.000    -.6620164   -.3329793
        CY_sur63 |  -.1923225   .0461323    -4.17   0.000    -.2827401    -.101905
        CY_sur64 |  -.3940832   .1069539    -3.68   0.000     -.603709   -.1844574
        CY_sur65 |  -.4658917   .0419324   -11.11   0.000    -.5480778   -.3837057
        CY_sur66 |  -.6250873   .0330239   -18.93   0.000     -.689813   -.5603615
        CY_sur67 |          0  (omitted)
        CY_sur68 |   .3354613   .0415408     8.08   0.000     .2540429    .4168796
        CY_sur69 |   .2903017   .0403904     7.19   0.000     .2111381    .3694654
        CY_sur70 |   .3703459   .1530815     2.42   0.016     .0703117      .67038
        CY_sur71 |   .2542829   .0412202     6.17   0.000     .1734927    .3350731
        CY_sur72 |   .2133638   .0400068     5.33   0.000      .134952    .2917756
        CY_sur73 |          0  (omitted)
        CY_sur74 |  -.3473042   .0367839    -9.44   0.000    -.4193994    -.275209
        CY_sur75 |   .0689177   .1282281     0.54   0.591    -.1824047    .3202401
        CY_sur76 |  -.3698053   .0383211    -9.65   0.000    -.4449133   -.2946974
        CY_sur77 |   -.363718   .0557371    -6.53   0.000    -.4729607   -.2544752
        CY_sur78 |  -.3556471   .0377501    -9.42   0.000     -.429636   -.2816583
        CY_sur79 |  -.4392438   .0368101   -11.93   0.000    -.5113902   -.3670975
        CY_sur80 |          0  (omitted)
        CY_sur81 |   .1258577   .0427164     2.95   0.003     .0421351    .2095803
        CY_sur82 |   .0970876   .1244893     0.78   0.435     -.146907    .3410821
        CY_sur83 |     .09864   .0436077     2.26   0.024     .0131705    .1841096
        CY_sur84 |   .0251598   .0788463     0.32   0.750    -.1293762    .1796958
        CY_sur85 |   .0342255   .0370809     0.92   0.356    -.0384517    .1069027
        CY_sur86 |          0  (omitted)
      Edu_level1 |   .3993233   .0995158     4.01   0.000     .2042759    .5943706
      Edu_level2 |   .3095971    .015176    20.40   0.000     .2798527    .3393415
      Edu_level3 |   .2231796   .0133899    16.67   0.000     .1969359    .2494233
      Edu_level4 |          0  (omitted)
           _cons |  -.0289832   .0320328    -0.90   0.366    -.0917664       .0338
----------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):           3828.475
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              4.7e+04
                         (Kleibergen-Paap rk Wald F statistic):       5994.824
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         import_shock_sur
Included instruments: female agea CY_sur2 CY_sur3 CY_sur4 CY_sur6 CY_sur7
                      CY_sur8 CY_sur9 CY_sur10 CY_sur11 CY_sur13 CY_sur14
                      CY_sur15 CY_sur16 CY_sur18 CY_sur19 CY_sur20 CY_sur21
                      CY_sur22 CY_sur24 CY_sur25 CY_sur26 CY_sur27 CY_sur28
                      CY_sur29 CY_sur30 CY_sur31 CY_sur32 CY_sur33 CY_sur34
                      CY_sur35 CY_sur36 CY_sur38 CY_sur40 CY_sur41 CY_sur42
                      CY_sur43 CY_sur44 CY_sur45 CY_sur47 CY_sur48 CY_sur49
                      CY_sur50 CY_sur51 CY_sur52 CY_sur54 CY_sur55 CY_sur56
                      CY_sur57 CY_sur58 CY_sur59 CY_sur61 CY_sur62 CY_sur63
                      CY_sur64 CY_sur65 CY_sur66 CY_sur68 CY_sur69 CY_sur70
                      CY_sur71 CY_sur72 CY_sur74 CY_sur75 CY_sur76 CY_sur77
                      CY_sur78 CY_sur79 CY_sur81 CY_sur82 CY_sur83 CY_sur84
                      CY_sur85 Edu_level1 Edu_level2 Edu_level3
Excluded instruments: instrument_shock_sur
Dropped collinear:    CY_sur1 CY_sur5 CY_sur12 CY_sur17 CY_sur23 CY_sur37
                      CY_sur39 CY_sur46 CY_sur53 CY_sur60 CY_sur67 CY_sur73
                      CY_sur80 CY_sur86 Edu_level4
------------------------------------------------------------------------------

. 
. ** Table D1, column 2. Dependent variable: Tradition
. 
. ivreg2 imptrad (import_shock_sur=instrument_shock_sur) female agea CY_s* Edu_level* [pweight=pweight], first savefirst  
(sum of wgt is     1.0216e+05)
Warning - collinearities detected
Vars dropped:       CY_sur1 CY_sur5 CY_sur12 CY_sur17 CY_sur23 CY_sur37
                    CY_sur39 CY_sur46 CY_sur53 CY_sur60 CY_sur67 CY_sur73
                    CY_sur80 CY_sur86 Edu_level4

Stored estimation results
-------------------------
---------------------------------------------------------------------------------------
             |           Dependent  Number of        
        Name | Command    variable     param.  Title 
-------------+-------------------------------------------------------------------------
_ivreg2_im~r | ivreg2    import_sho~r      94  First-stage regression: import_shock_sur
---------------------------------------------------------------------------------------

First-stage regressions
-----------------------


First-stage regression of import_shock_sur:

Statistics robust to heteroskedasticity
Number of obs =                  97060
--------------------------------------------------------------------------------------
                     |               Robust
    import_shock_sur | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
---------------------+----------------------------------------------------------------
instrument_shock_sur |   .0769983   .0009925    77.58   0.000      .075053    .0789435
              female |  -.0008189   .0005891    -1.39   0.165    -.0019736    .0003357
                agea |  -.0000245   .0000161    -1.52   0.128     -.000056    7.06e-06
             CY_sur1 |          0  (omitted)
             CY_sur2 |  -.4739153   .0057151   -82.92   0.000    -.4851168   -.4627138
             CY_sur3 |  -.8043167   .0091665   -87.75   0.000     -.822283   -.7863505
             CY_sur4 |  -.5680091    .007385   -76.91   0.000    -.5824835   -.5535346
             CY_sur5 |          0  (omitted)
             CY_sur6 |  -.0178477   .0011851   -15.06   0.000    -.0201705   -.0155249
             CY_sur7 |  -.2581328    .003812   -67.72   0.000    -.2656042   -.2506614
             CY_sur8 |   .1858116    .003732    49.79   0.000     .1784969    .1931264
             CY_sur9 |  -.1848002   .0064415   -28.69   0.000    -.1974255   -.1721749
            CY_sur10 |  -.1473634   .0063685   -23.14   0.000    -.1598456   -.1348813
            CY_sur11 |   .1474787   .0059538    24.77   0.000     .1358093    .1591482
            CY_sur12 |          0  (omitted)
            CY_sur13 |  -.1209329   .0011842  -102.12   0.000    -.1232539   -.1186119
            CY_sur14 |  -.6898865   .0087547   -78.80   0.000    -.7070456   -.6727273
            CY_sur15 |   -.847306   .0131377   -64.49   0.000    -.8730557   -.8215564
            CY_sur16 |  -.6198328   .0119025   -52.08   0.000    -.6431616   -.5965041
            CY_sur17 |          0  (omitted)
            CY_sur18 |  -.1112955   .0007137  -155.93   0.000    -.1126945   -.1098966
            CY_sur19 |  -.0766518   .0007826   -97.94   0.000    -.0781858   -.0751179
            CY_sur20 |  -.0760705   .0004009  -189.73   0.000    -.0768564   -.0752847
            CY_sur21 |   -.026008   .0009381   -27.73   0.000    -.0278466   -.0241694
            CY_sur22 |   -.100341   .0004262  -235.43   0.000    -.1011764   -.0995057
            CY_sur23 |          0  (omitted)
            CY_sur24 |  -.0443088   .0013078   -33.88   0.000    -.0468721   -.0417455
            CY_sur25 |  -.0871405   .0007113  -122.52   0.000    -.0885346   -.0857464
            CY_sur26 |  -.0011025   .0008533    -1.29   0.196    -.0027749      .00057
            CY_sur27 |    .066925   .0023422    28.57   0.000     .0623344    .0715157
            CY_sur28 |    .064174    .001101    58.29   0.000      .062016    .0663319
            CY_sur29 |   .1104248    .001559    70.83   0.000     .1073692    .1134803
            CY_sur30 |  -.4083638   .0041401   -98.64   0.000    -.4164784   -.4002492
            CY_sur31 |  -.5811821   .0070206   -82.78   0.000    -.5949424   -.5674218
            CY_sur32 |   -.142644   .0029549   -48.27   0.000    -.1484356   -.1368523
            CY_sur33 |  -1.142728   .0134795   -84.78   0.000    -1.169148   -1.116308
            CY_sur34 |  -1.617275   .0212919   -75.96   0.000    -1.659006   -1.575543
            CY_sur35 |  -1.506593   .0213442   -70.59   0.000    -1.548427   -1.464758
            CY_sur36 |  -1.475936   .0192027   -76.86   0.000    -1.513574   -1.438299
            CY_sur37 |          0  (omitted)
            CY_sur38 |  -.0645971    .000817   -79.07   0.000    -.0661983   -.0629958
            CY_sur39 |          0  (omitted)
            CY_sur40 |   .3200363   .0050301    63.62   0.000     .3101773    .3298954
            CY_sur41 |   .0125784   .0057062     2.20   0.028     .0013943    .0237625
            CY_sur42 |   .2595071   .0055756    46.54   0.000      .248579    .2704352
            CY_sur43 |   .5945832   .0218882    27.16   0.000     .5516826    .6374838
            CY_sur44 |   1.104134   .0166343    66.38   0.000     1.071531    1.136737
            CY_sur45 |   .8088748   .0125205    64.60   0.000     .7843348    .8334148
            CY_sur46 |          0  (omitted)
            CY_sur47 |  -.1142868   .0017412   -65.64   0.000    -.1176996    -.110874
            CY_sur48 |  -.0978677    .029724    -3.29   0.001    -.1561264    -.039609
            CY_sur49 |  -.7683811   .0096973   -79.24   0.000    -.7873878   -.7493744
            CY_sur50 |   -.892224   .0750625   -11.89   0.000    -1.039346   -.7451024
            CY_sur51 |  -.7175733    .012362   -58.05   0.000    -.7418026    -.693344
            CY_sur52 |  -.7528686   .0121946   -61.74   0.000    -.7767699   -.7289672
            CY_sur53 |          0  (omitted)
            CY_sur54 |  -.0845315   .0011982   -70.55   0.000      -.08688    -.082183
            CY_sur55 |  -.3476806   .0044197   -78.67   0.000    -.3563433    -.339018
            CY_sur56 |  -.3005542   .0045083   -66.67   0.000    -.3093905   -.2917179
            CY_sur57 |  -.5072357    .006388   -79.40   0.000    -.5197561   -.4947153
            CY_sur58 |  -.4447753   .0069665   -63.84   0.000    -.4584296    -.431121
            CY_sur59 |   -.424206   .0048099   -88.19   0.000    -.4336334   -.4147786
            CY_sur60 |          0  (omitted)
            CY_sur61 |  -.0605447    .001188   -50.96   0.000    -.0628732   -.0582163
            CY_sur62 |  -.1609577   .0024821   -64.85   0.000    -.1658226   -.1560928
            CY_sur63 |  -.1047483   .0006787  -154.33   0.000    -.1060786   -.1034181
            CY_sur64 |  -.1398176   .0036389   -38.42   0.000    -.1469497   -.1326855
            CY_sur65 |  -.0385312   .0012492   -30.84   0.000    -.0409796   -.0360828
            CY_sur66 |  -.0638342    .000995   -64.15   0.000    -.0657845   -.0618839
            CY_sur67 |          0  (omitted)
            CY_sur68 |  -.0993428   .0011531   -86.16   0.000    -.1016028   -.0970828
            CY_sur69 |  -.2901427   .0037737   -76.88   0.000    -.2975391   -.2827462
            CY_sur70 |   -.543039    .013823   -39.29   0.000    -.5701319    -.515946
            CY_sur71 |  -.4209205   .0059705   -70.50   0.000    -.4326226   -.4092184
            CY_sur72 |   -.386577    .005646   -68.47   0.000    -.3976431   -.3755109
            CY_sur73 |          0  (omitted)
            CY_sur74 |  -.0943647   .0011633   -81.12   0.000    -.0966447   -.0920847
            CY_sur75 |  -.4569681   .0112372   -40.67   0.000    -.4789928   -.4349434
            CY_sur76 |  -.4096288   .0042265   -96.92   0.000    -.4179128   -.4013449
            CY_sur77 |  -.5807357   .0078363   -74.11   0.000    -.5960947   -.5653768
            CY_sur78 |  -.5460837   .0068281   -79.98   0.000    -.5594666   -.5327008
            CY_sur79 |  -.5316225   .0061182   -86.89   0.000     -.543614   -.5196309
            CY_sur80 |          0  (omitted)
            CY_sur81 |   -.008089   .0011866    -6.82   0.000    -.0104147   -.0057633
            CY_sur82 |  -.0757799   .0007509  -100.92   0.000    -.0772517   -.0743081
            CY_sur83 |  -.1130447   .0005889  -191.96   0.000     -.114199   -.1118905
            CY_sur84 |   -.028583   .0007041   -40.60   0.000     -.029963    -.027203
            CY_sur85 |   .0055318   .0010321     5.36   0.000     .0035088    .0075547
            CY_sur86 |          0  (omitted)
          Edu_level1 |  -.0001011   .0022497    -0.04   0.964    -.0045105    .0043083
          Edu_level2 |   .0040303   .0009116     4.42   0.000     .0022436     .005817
          Edu_level3 |   .0002204   .0007739     0.28   0.776    -.0012964    .0017372
          Edu_level4 |          0  (omitted)
               _cons |   .0664014   .0014719    45.11   0.000     .0635166    .0692863
--------------------------------------------------------------------------------------
F test of excluded instruments:
  F(  1, 96981) =  6019.02
  Prob > F      =   0.0000
Sanderson-Windmeijer multivariate F test of excluded instruments:
  F(  1, 96981) =  6019.02
  Prob > F      =   0.0000



Summary results for first-stage regressions
-------------------------------------------

                                           (Underid)            (Weak id)
Variable     | F(  1, 96981)  P-val | SW Chi-sq(  1) P-val | SW F(  1, 96981)
import_shock |    6019.02    0.0000 |     6023.93   0.0000 |     6019.02

NB: first-stage test statistics heteroskedasticity-robust

Stock-Yogo weak ID F test critical values for single endogenous regressor:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for i.i.d. errors only.

Underidentification test
Ho: matrix of reduced form coefficients has rank=K1-1 (underidentified)
Ha: matrix has rank=K1 (identified)
Kleibergen-Paap rk LM statistic          Chi-sq(1)=3854.30  P-val=0.0000

Weak identification test
Ho: equation is weakly identified
Cragg-Donald Wald F statistic                                   47655.73
Kleibergen-Paap Wald rk F statistic                              6019.02

Stock-Yogo weak ID test critical values for K1=1 and L1=1:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.

Weak-instrument-robust inference
Tests of joint significance of endogenous regressors B1 in main equation
Ho: B1=0 and orthogonality conditions are valid
Anderson-Rubin Wald test           F(1,96981)=     0.05     P-val=0.8254
Anderson-Rubin Wald test           Chi-sq(1)=      0.05     P-val=0.8253
Stock-Wright LM S statistic        Chi-sq(1)=      0.05     P-val=0.8249

NB: Underidentification, weak identification and weak-identification-robust
    test statistics heteroskedasticity-robust

Number of observations               N  =      97060
Number of regressors                 K  =         79
Number of endogenous regressors      K1 =          1
Number of instruments                L  =         79
Number of excluded instruments       L1 =          1

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =    97060
                                                      F( 78, 96981) =   181.36
                                                      Prob > F      =   0.0000
Total (centered) SS     =  196266.7004                Centered R2   =   0.1228
Total (uncentered) SS   =  1855172.273                Uncentered R2 =   0.9072
Residual SS             =  172165.7478                Root MSE      =    1.332

----------------------------------------------------------------------------------
                 |               Robust
         imptrad | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-----------------+----------------------------------------------------------------
import_shock_sur |  -.0089447   .0405273    -0.22   0.825    -.0883767    .0704874
          female |   .0987206   .0119728     8.25   0.000     .0752544    .1221869
            agea |   .0197324   .0003316    59.51   0.000     .0190826    .0203823
         CY_sur1 |          0  (omitted)
         CY_sur2 |  -.0668536    .040747    -1.64   0.101    -.1467162     .013009
         CY_sur3 |   .0337664   .0413569     0.82   0.414    -.0472916    .1148244
         CY_sur4 |   .0846893   .0400274     2.12   0.034     .0062369    .1631416
         CY_sur5 |          0  (omitted)
         CY_sur6 |   .1050259   .0426065     2.47   0.014     .0215187     .188533
         CY_sur7 |  -.0884944   .1466687    -0.60   0.546    -.3759598    .1989709
         CY_sur8 |   .0748316   .0483448     1.55   0.122    -.0199225    .1695857
         CY_sur9 |  -.1012561   .1129314    -0.90   0.370    -.3225975    .1200853
        CY_sur10 |   .1810162   .0478749     3.78   0.000     .0871832    .2748492
        CY_sur11 |   .1673708   .0480239     3.49   0.000     .0732456     .261496
        CY_sur12 |          0  (omitted)
        CY_sur13 |  -.1464823   .0429489    -3.41   0.001    -.2306605   -.0623041
        CY_sur14 |  -.1889682   .0427493    -4.42   0.000    -.2727554    -.105181
        CY_sur15 |  -.2215262   .0433817    -5.11   0.000    -.3065528   -.1364996
        CY_sur16 |  -.1725382   .0442438    -3.90   0.000    -.2592545   -.0858219
        CY_sur17 |          0  (omitted)
        CY_sur18 |  -.4117878   .0542187    -7.59   0.000    -.5180544   -.3055212
        CY_sur19 |  -.3147476   .0623832    -5.05   0.000    -.4370164   -.1924788
        CY_sur20 |   -.464213   .0628872    -7.38   0.000    -.5874696   -.3409564
        CY_sur21 |  -.4755689   .0543955    -8.74   0.000    -.5821821   -.3689556
        CY_sur22 |  -.5465777   .0443463   -12.33   0.000    -.6334949   -.4596605
        CY_sur23 |          0  (omitted)
        CY_sur24 |   -.186876    .103425    -1.81   0.071    -.3895854    .0158333
        CY_sur25 |  -.1774391   .0398795    -4.45   0.000    -.2556014   -.0992767
        CY_sur26 |  -.0518558   .0395552    -1.31   0.190    -.1293826    .0256711
        CY_sur27 |  -.2873298   .0734133    -3.91   0.000    -.4312172   -.1434425
        CY_sur28 |  -.0866409   .0388589    -2.23   0.026     -.162803   -.0104789
        CY_sur29 |   -.080263    .039528    -2.03   0.042    -.1577365   -.0027895
        CY_sur30 |   .9979661   .0348506    28.64   0.000     .9296601    1.066272
        CY_sur31 |   .9829743   .0351383    27.97   0.000     .9141045    1.051844
        CY_sur32 |   .6038754    .209852     2.88   0.004     .1925731    1.015178
        CY_sur33 |   .3817478   .0405368     9.42   0.000     .3022971    .4611986
        CY_sur34 |   .4728674   .0456946    10.35   0.000     .3833077    .5624271
        CY_sur35 |   .3421743   .0624843     5.48   0.000     .2197074    .4646412
        CY_sur36 |   .3588501   .0517625     6.93   0.000     .2573975    .4603026
        CY_sur37 |          0  (omitted)
        CY_sur38 |   .7290986   .0393619    18.52   0.000     .6519507    .8062465
        CY_sur39 |          0  (omitted)
        CY_sur40 |   .0109406    .040742     0.27   0.788    -.0689124    .0907935
        CY_sur41 |   .0448526   .0705965     0.64   0.525    -.0935139    .1832191
        CY_sur42 |   .0371009    .047535     0.78   0.435    -.0560659    .1302677
        CY_sur43 |   -.038547   .0786739    -0.49   0.624    -.1927451     .115651
        CY_sur44 |    -.02971   .0748199    -0.40   0.691    -.1763542    .1169343
        CY_sur45 |   .0228344   .0625712     0.36   0.715     -.099803    .1454717
        CY_sur46 |          0  (omitted)
        CY_sur47 |  -.0763055   .0435695    -1.75   0.080    -.1617002    .0090892
        CY_sur48 |  -.1070768   .1853307    -0.58   0.563    -.4703183    .2561648
        CY_sur49 |  -.1540464   .0459035    -3.36   0.001    -.2440155   -.0640772
        CY_sur50 |  -.2188104   .3335093    -0.66   0.512    -.8724765    .4348558
        CY_sur51 |  -.1352525   .0453777    -2.98   0.003    -.2241911    -.046314
        CY_sur52 |  -.0978748   .0458245    -2.14   0.033    -.1876891   -.0080604
        CY_sur53 |          0  (omitted)
        CY_sur54 |  -.0391786   .0435927    -0.90   0.369    -.1246187    .0462616
        CY_sur55 |   -.052172    .116258    -0.45   0.654    -.2800336    .1756895
        CY_sur56 |   .1669153    .058331     2.86   0.004     .0525885     .281242
        CY_sur57 |   .0152177   .0430181     0.35   0.724    -.0690963    .0995316
        CY_sur58 |  -.0220365   .0508722    -0.43   0.665    -.1217441    .0776711
        CY_sur59 |  -.0352294   .0378807    -0.93   0.352    -.1094743    .0390154
        CY_sur60 |          0  (omitted)
        CY_sur61 |     .20241   .0444278     4.56   0.000      .115333     .289487
        CY_sur62 |   .1140157   .0817017     1.40   0.163    -.0461166    .2741481
        CY_sur63 |   .1866918   .0460956     4.05   0.000     .0963461    .2770375
        CY_sur64 |    .146472   .1099068     1.33   0.183    -.0689413    .3618854
        CY_sur65 |   .1846161   .0453837     4.07   0.000     .0956657    .2735666
        CY_sur66 |   .2450827   .0373922     6.55   0.000     .1717953    .3183701
        CY_sur67 |          0  (omitted)
        CY_sur68 |   -.275975   .0446834    -6.18   0.000    -.3635528   -.1883972
        CY_sur69 |  -.3050405   .0445444    -6.85   0.000     -.392346   -.2177351
        CY_sur70 |  -.3256179   .1387825    -2.35   0.019    -.5976265   -.0536092
        CY_sur71 |  -.3750915   .0463176    -8.10   0.000    -.4658724   -.2843106
        CY_sur72 |  -.3532574   .0453235    -7.79   0.000    -.4420898    -.264425
        CY_sur73 |          0  (omitted)
        CY_sur74 |  -.1921903   .0429547    -4.47   0.000      -.27638   -.1080006
        CY_sur75 |  -.2365594   .1399181    -1.69   0.091    -.5107938    .0376749
        CY_sur76 |   .0158568   .0436465     0.36   0.716    -.0696889    .1014024
        CY_sur77 |   .0772115   .0648364     1.19   0.234    -.0498655    .2042885
        CY_sur78 |  -.0104687     .04426    -0.24   0.813    -.0972168    .0762794
        CY_sur79 |   -.104461   .0448413    -2.33   0.020    -.1923483   -.0165736
        CY_sur80 |          0  (omitted)
        CY_sur81 |  -.1715577   .0460638    -3.72   0.000    -.2618412   -.0812743
        CY_sur82 |  -.0400999   .1429685    -0.28   0.779     -.320313    .2401133
        CY_sur83 |  -.0439162   .0471748    -0.93   0.352    -.1363772    .0485447
        CY_sur84 |  -.0532495   .0799173    -0.67   0.505    -.2098845    .1033856
        CY_sur85 |  -.0416727   .0410117    -1.02   0.310    -.1220541    .0387088
        CY_sur86 |          0  (omitted)
      Edu_level1 |   .1603918   .0915904     1.75   0.080    -.0191222    .3399057
      Edu_level2 |   .2032428   .0174568    11.64   0.000     .1690282    .2374575
      Edu_level3 |   .1091021   .0159359     6.85   0.000     .0778682     .140336
      Edu_level4 |          0  (omitted)
           _cons |   3.060949   .0358347    85.42   0.000     2.990715    3.131184
----------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):           3854.298
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              4.8e+04
                         (Kleibergen-Paap rk Wald F statistic):       6019.023
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         import_shock_sur
Included instruments: female agea CY_sur2 CY_sur3 CY_sur4 CY_sur6 CY_sur7
                      CY_sur8 CY_sur9 CY_sur10 CY_sur11 CY_sur13 CY_sur14
                      CY_sur15 CY_sur16 CY_sur18 CY_sur19 CY_sur20 CY_sur21
                      CY_sur22 CY_sur24 CY_sur25 CY_sur26 CY_sur27 CY_sur28
                      CY_sur29 CY_sur30 CY_sur31 CY_sur32 CY_sur33 CY_sur34
                      CY_sur35 CY_sur36 CY_sur38 CY_sur40 CY_sur41 CY_sur42
                      CY_sur43 CY_sur44 CY_sur45 CY_sur47 CY_sur48 CY_sur49
                      CY_sur50 CY_sur51 CY_sur52 CY_sur54 CY_sur55 CY_sur56
                      CY_sur57 CY_sur58 CY_sur59 CY_sur61 CY_sur62 CY_sur63
                      CY_sur64 CY_sur65 CY_sur66 CY_sur68 CY_sur69 CY_sur70
                      CY_sur71 CY_sur72 CY_sur74 CY_sur75 CY_sur76 CY_sur77
                      CY_sur78 CY_sur79 CY_sur81 CY_sur82 CY_sur83 CY_sur84
                      CY_sur85 Edu_level1 Edu_level2 Edu_level3
Excluded instruments: instrument_shock_sur
Dropped collinear:    CY_sur1 CY_sur5 CY_sur12 CY_sur17 CY_sur23 CY_sur37
                      CY_sur39 CY_sur46 CY_sur53 CY_sur60 CY_sur67 CY_sur73
                      CY_sur80 CY_sur86 Edu_level4
------------------------------------------------------------------------------

. 
. ** Table D1, column 3. Dependent variable: Safety
. 
. ivreg2 impsafe (import_shock_sur=instrument_shock_sur) female agea CY_s* Edu_level* [pweight=pweight], first savefirst  
(sum of wgt is     1.0224e+05)
Warning - collinearities detected
Vars dropped:       CY_sur1 CY_sur5 CY_sur12 CY_sur17 CY_sur23 CY_sur37
                    CY_sur39 CY_sur46 CY_sur53 CY_sur60 CY_sur67 CY_sur73
                    CY_sur80 CY_sur86 Edu_level4

Stored estimation results
-------------------------
---------------------------------------------------------------------------------------
             |           Dependent  Number of        
        Name | Command    variable     param.  Title 
-------------+-------------------------------------------------------------------------
_ivreg2_im~r | ivreg2    import_sho~r      94  First-stage regression: import_shock_sur
---------------------------------------------------------------------------------------

First-stage regressions
-----------------------


First-stage regression of import_shock_sur:

Statistics robust to heteroskedasticity
Number of obs =                  97085
--------------------------------------------------------------------------------------
                     |               Robust
    import_shock_sur | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
---------------------+----------------------------------------------------------------
instrument_shock_sur |   .0770651   .0009931    77.60   0.000     .0751186    .0790115
              female |  -.0008622   .0005885    -1.47   0.143    -.0020157    .0002913
                agea |  -.0000238   .0000161    -1.48   0.140    -.0000553    7.76e-06
             CY_sur1 |          0  (omitted)
             CY_sur2 |  -.4742704   .0057188   -82.93   0.000    -.4854792   -.4630617
             CY_sur3 |  -.8046453   .0091663   -87.78   0.000    -.8226111   -.7866795
             CY_sur4 |  -.5689566   .0073919   -76.97   0.000    -.5834447   -.5544686
             CY_sur5 |          0  (omitted)
             CY_sur6 |  -.0178572   .0011864   -15.05   0.000    -.0201825    -.015532
             CY_sur7 |  -.2584562   .0037944   -68.12   0.000    -.2658932   -.2510192
             CY_sur8 |   .1855378   .0037336    49.69   0.000     .1782199    .1928556
             CY_sur9 |   -.185206   .0064509   -28.71   0.000    -.1978496   -.1725624
            CY_sur10 |  -.1478345   .0063722   -23.20   0.000    -.1603239    -.135345
            CY_sur11 |   .1470573   .0059568    24.69   0.000      .135382    .1587326
            CY_sur12 |          0  (omitted)
            CY_sur13 |  -.1209745   .0011848  -102.11   0.000    -.1232967   -.1186523
            CY_sur14 |  -.6908224    .008769   -78.78   0.000    -.7080095   -.6736353
            CY_sur15 |  -.8481774   .0131459   -64.52   0.000    -.8739432   -.8224117
            CY_sur16 |  -.6208925   .0119123   -52.12   0.000    -.6442404   -.5975445
            CY_sur17 |          0  (omitted)
            CY_sur18 |  -.1113181   .0007139  -155.93   0.000    -.1127173   -.1099189
            CY_sur19 |  -.0765994   .0007845   -97.64   0.000     -.078137   -.0750618
            CY_sur20 |  -.0761289    .000401  -189.87   0.000    -.0769148    -.075343
            CY_sur21 |  -.0260648   .0009379   -27.79   0.000    -.0279031   -.0242265
            CY_sur22 |  -.1003857   .0004265  -235.37   0.000    -.1012217   -.0995498
            CY_sur23 |          0  (omitted)
            CY_sur24 |  -.0441857   .0013106   -33.71   0.000    -.0467544    -.041617
            CY_sur25 |  -.0871739   .0007112  -122.57   0.000    -.0885678   -.0857799
            CY_sur26 |  -.0011347   .0008537    -1.33   0.184     -.002808    .0005386
            CY_sur27 |   .0670857   .0023259    28.84   0.000      .062527    .0716444
            CY_sur28 |   .0639861   .0011012    58.11   0.000     .0618278    .0661444
            CY_sur29 |    .110413   .0015581    70.86   0.000     .1073592    .1134668
            CY_sur30 |   -.408728   .0041429   -98.66   0.000    -.4168481    -.400608
            CY_sur31 |  -.5817311   .0070256   -82.80   0.000    -.5955012    -.567961
            CY_sur32 |  -.1429723   .0030403   -47.03   0.000    -.1489313   -.1370133
            CY_sur33 |  -1.143738   .0134905   -84.78   0.000     -1.17018   -1.117297
            CY_sur34 |  -1.618658   .0213053   -75.97   0.000    -1.660416     -1.5769
            CY_sur35 |  -1.507967   .0213578   -70.60   0.000    -1.549828   -1.466106
            CY_sur36 |  -1.477803    .019221   -76.88   0.000    -1.515476    -1.44013
            CY_sur37 |          0  (omitted)
            CY_sur38 |  -.0646579   .0008172   -79.12   0.000    -.0662597   -.0630561
            CY_sur39 |          0  (omitted)
            CY_sur40 |   .3199026   .0050158    63.78   0.000     .3100716    .3297335
            CY_sur41 |   .0120571   .0056913     2.12   0.034     .0009023     .023212
            CY_sur42 |   .2600795   .0055796    46.61   0.000     .2491435    .2710156
            CY_sur43 |    .594182   .0218782    27.16   0.000     .5513009    .6370631
            CY_sur44 |   1.102899   .0166167    66.37   0.000      1.07033    1.135467
            CY_sur45 |   .8072453     .01247    64.73   0.000     .7828043    .8316864
            CY_sur46 |          0  (omitted)
            CY_sur47 |  -.1143494   .0017414   -65.66   0.000    -.1177626   -.1109362
            CY_sur48 |  -.0982463    .029734    -3.30   0.001    -.1565246    -.039968
            CY_sur49 |  -.7711599   .0097549   -79.05   0.000    -.7902795   -.7520403
            CY_sur50 |  -.8929794   .0751346   -11.89   0.000    -1.040242   -.7457163
            CY_sur51 |  -.7165993    .012338   -58.08   0.000    -.7407816   -.6924171
            CY_sur52 |   -.755108   .0122555   -61.61   0.000    -.7791287   -.7310874
            CY_sur53 |          0  (omitted)
            CY_sur54 |  -.0844759   .0012003   -70.38   0.000    -.0868284   -.0821234
            CY_sur55 |  -.3480501   .0043945   -79.20   0.000    -.3566633    -.339437
            CY_sur56 |  -.3007961   .0045207   -66.54   0.000    -.3096566   -.2919356
            CY_sur57 |  -.5079007   .0063896   -79.49   0.000    -.5204243   -.4953771
            CY_sur58 |  -.4447599   .0069514   -63.98   0.000    -.4583845   -.4311354
            CY_sur59 |  -.4247247   .0048144   -88.22   0.000    -.4341609   -.4152886
            CY_sur60 |          0  (omitted)
            CY_sur61 |  -.0605496   .0011894   -50.91   0.000    -.0628808   -.0582184
            CY_sur62 |  -.1612139   .0024898   -64.75   0.000    -.1660938    -.156334
            CY_sur63 |  -.1048014   .0006788  -154.39   0.000    -.1061319   -.1034709
            CY_sur64 |  -.1399859   .0036574   -38.27   0.000    -.1471543   -.1328174
            CY_sur65 |  -.0386198   .0012472   -30.96   0.000    -.0410644   -.0361752
            CY_sur66 |  -.0639546   .0009954   -64.25   0.000    -.0659055   -.0620037
            CY_sur67 |          0  (omitted)
            CY_sur68 |  -.0993433   .0011537   -86.11   0.000    -.1016046    -.097082
            CY_sur69 |  -.2902807   .0037744   -76.91   0.000    -.2976785   -.2828829
            CY_sur70 |  -.5464381   .0136761   -39.96   0.000    -.5732432    -.519633
            CY_sur71 |  -.4211489   .0059729   -70.51   0.000    -.4328556   -.4094421
            CY_sur72 |  -.3869607   .0056511   -68.48   0.000    -.3980367   -.3758847
            CY_sur73 |          0  (omitted)
            CY_sur74 |  -.0943808   .0011641   -81.07   0.000    -.0966625   -.0920991
            CY_sur75 |  -.4572616   .0112459   -40.66   0.000    -.4793034   -.4352197
            CY_sur76 |  -.4099974   .0042299   -96.93   0.000     -.418288   -.4017068
            CY_sur77 |  -.5802189   .0078444   -73.97   0.000    -.5955937    -.564844
            CY_sur78 |  -.5462649   .0068323   -79.95   0.000    -.5596563   -.5328736
            CY_sur79 |  -.5317342   .0061186   -86.90   0.000    -.5437266   -.5197417
            CY_sur80 |          0  (omitted)
            CY_sur81 |  -.0081098   .0011873    -6.83   0.000    -.0104369   -.0057827
            CY_sur82 |  -.0758004   .0007523  -100.76   0.000    -.0772749   -.0743259
            CY_sur83 |  -.1130476   .0005885  -192.10   0.000     -.114201   -.1118942
            CY_sur84 |  -.0286797   .0007041   -40.73   0.000    -.0300597   -.0272997
            CY_sur85 |   .0054891   .0010294     5.33   0.000     .0034714    .0075068
            CY_sur86 |          0  (omitted)
          Edu_level1 |  -.0001802   .0022305    -0.08   0.936    -.0045518    .0041915
          Edu_level2 |   .0040837   .0009099     4.49   0.000     .0023002    .0058671
          Edu_level3 |     .00021   .0007737     0.27   0.786    -.0013064    .0017264
          Edu_level4 |          0  (omitted)
               _cons |   .0663506   .0014716    45.09   0.000     .0634663    .0692348
--------------------------------------------------------------------------------------
F test of excluded instruments:
  F(  1, 97006) =  6021.95
  Prob > F      =   0.0000
Sanderson-Windmeijer multivariate F test of excluded instruments:
  F(  1, 97006) =  6021.95
  Prob > F      =   0.0000



Summary results for first-stage regressions
-------------------------------------------

                                           (Underid)            (Weak id)
Variable     | F(  1, 97006)  P-val | SW Chi-sq(  1) P-val | SW F(  1, 97006)
import_shock |    6021.95    0.0000 |     6026.86   0.0000 |     6021.95

NB: first-stage test statistics heteroskedasticity-robust

Stock-Yogo weak ID F test critical values for single endogenous regressor:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for i.i.d. errors only.

Underidentification test
Ho: matrix of reduced form coefficients has rank=K1-1 (underidentified)
Ha: matrix has rank=K1 (identified)
Kleibergen-Paap rk LM statistic          Chi-sq(1)=3855.02  P-val=0.0000

Weak identification test
Ho: equation is weakly identified
Cragg-Donald Wald F statistic                                   47744.05
Kleibergen-Paap Wald rk F statistic                              6021.95

Stock-Yogo weak ID test critical values for K1=1 and L1=1:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.

Weak-instrument-robust inference
Tests of joint significance of endogenous regressors B1 in main equation
Ho: B1=0 and orthogonality conditions are valid
Anderson-Rubin Wald test           F(1,97006)=     8.01     P-val=0.0047
Anderson-Rubin Wald test           Chi-sq(1)=      8.02     P-val=0.0046
Stock-Wright LM S statistic        Chi-sq(1)=      8.05     P-val=0.0045

NB: Underidentification, weak identification and weak-identification-robust
    test statistics heteroskedasticity-robust

Number of observations               N  =      97085
Number of regressors                 K  =         79
Number of endogenous regressors      K1 =          1
Number of instruments                L  =         79
Number of excluded instruments       L1 =          1

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =    97085
                                                      F( 78, 97006) =   153.02
                                                      Prob > F      =   0.0000
Total (centered) SS     =  149623.3963                Centered R2   =   0.0880
Total (uncentered) SS   =  2198398.842                Uncentered R2 =   0.9379
Residual SS             =  136456.7627                Root MSE      =    1.186

----------------------------------------------------------------------------------
                 |               Robust
         impsafe | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-----------------+----------------------------------------------------------------
import_shock_sur |  -.1031857   .0364972    -2.83   0.005    -.1747189   -.0316525
          female |   .2483822   .0106249    23.38   0.000     .2275579    .2692066
            agea |    .007452   .0002966    25.12   0.000     .0068706    .0080335
         CY_sur1 |          0  (omitted)
         CY_sur2 |   .1155164   .0370412     3.12   0.002      .042917    .1881158
         CY_sur3 |   .0959401   .0367352     2.61   0.009     .0239404    .1679397
         CY_sur4 |   .1281966   .0349752     3.67   0.000     .0596464    .1967468
         CY_sur5 |          0  (omitted)
         CY_sur6 |   .0753102   .0388726     1.94   0.053    -.0008788    .1514992
         CY_sur7 |   .1264059   .1253028     1.01   0.313    -.1191832    .3719949
         CY_sur8 |   .1822565   .0423432     4.30   0.000     .0992654    .2652475
         CY_sur9 |   .2821364    .097153     2.90   0.004       .09172    .4725528
        CY_sur10 |  -.0226333   .0443192    -0.51   0.610    -.1094973    .0642307
        CY_sur11 |   .0516182   .0442825     1.17   0.244    -.0351739    .1384103
        CY_sur12 |          0  (omitted)
        CY_sur13 |   .1279799   .0377053     3.39   0.001     .0540788    .2018809
        CY_sur14 |   .0371327   .0376357     0.99   0.324    -.0366318    .1108973
        CY_sur15 |  -.0184872    .039441    -0.47   0.639      -.09579    .0588157
        CY_sur16 |   .0493278   .0392203     1.26   0.208    -.0275426    .1261983
        CY_sur17 |          0  (omitted)
        CY_sur18 |   .0636195   .0466487     1.36   0.173    -.0278102    .1550492
        CY_sur19 |   .0038809   .0539055     0.07   0.943     -.101772    .1095338
        CY_sur20 |   .0458506    .052346     0.88   0.381    -.0567458     .148447
        CY_sur21 |  -.3418416   .0503454    -6.79   0.000    -.4405168   -.2431663
        CY_sur22 |  -.2967576   .0402419    -7.37   0.000    -.3756302   -.2178849
        CY_sur23 |          0  (omitted)
        CY_sur24 |   .2645297   .0762093     3.47   0.001     .1151622    .4138972
        CY_sur25 |   .1040458   .0354463     2.94   0.003     .0345724    .1735192
        CY_sur26 |  -.0089238   .0358399    -0.25   0.803    -.0791687    .0613211
        CY_sur27 |  -.1133684   .0635841    -1.78   0.075    -.2379909    .0112542
        CY_sur28 |   -.008536   .0352849    -0.24   0.809    -.0776932    .0606212
        CY_sur29 |  -.0130994   .0364502    -0.36   0.719    -.0845404    .0583417
        CY_sur30 |   .6741776   .0328912    20.50   0.000     .6097121    .7386431
        CY_sur31 |   .7865066   .0323285    24.33   0.000     .7231438    .8498693
        CY_sur32 |   .3031929   .2196942     1.38   0.168    -.1273999    .7337857
        CY_sur33 |   .3520341   .0368728     9.55   0.000     .2797646    .4243035
        CY_sur34 |    .341613   .0416718     8.20   0.000     .2599377    .4232882
        CY_sur35 |   .2572392   .0583211     4.41   0.000     .1429319    .3715464
        CY_sur36 |   .2835011   .0461524     6.14   0.000     .1930441    .3739582
        CY_sur37 |          0  (omitted)
        CY_sur38 |   .5130008   .0374138    13.71   0.000     .4396711    .5863305
        CY_sur39 |          0  (omitted)
        CY_sur40 |  -.1386705    .037475    -3.70   0.000    -.2121201   -.0652208
        CY_sur41 |  -.2794477   .0707568    -3.95   0.000    -.4181284    -.140767
        CY_sur42 |  -.1509622   .0439878    -3.43   0.001    -.2371767   -.0647478
        CY_sur43 |  -.3079996   .0745589    -4.13   0.000    -.4541323   -.1618669
        CY_sur44 |   -.244764   .0678754    -3.61   0.000    -.3777972   -.1117308
        CY_sur45 |  -.1928304   .0573887    -3.36   0.001    -.3053103   -.0803505
        CY_sur46 |          0  (omitted)
        CY_sur47 |  -.4247653   .0399075   -10.64   0.000    -.5029825    -.346548
        CY_sur48 |  -.5119194   .1697425    -3.02   0.003    -.8446086   -.1792302
        CY_sur49 |  -.4309673   .0425249   -10.13   0.000    -.5143146   -.3476201
        CY_sur50 |    .113639    .332292     0.34   0.732    -.5376413    .7649194
        CY_sur51 |  -.3860975   .0411686    -9.38   0.000    -.4667864   -.3054086
        CY_sur52 |  -.3699681   .0424182    -8.72   0.000    -.4531061   -.2868301
        CY_sur53 |          0  (omitted)
        CY_sur54 |   .1488225    .039028     3.81   0.000      .072329    .2253161
        CY_sur55 |   .0126771   .1053839     0.12   0.904    -.1938716    .2192258
        CY_sur56 |   .0314294   .0569607     0.55   0.581    -.0802115    .1430702
        CY_sur57 |  -.1314762   .0417755    -3.15   0.002    -.2133546   -.0495978
        CY_sur58 |   .0167797   .0472244     0.36   0.722    -.0757785    .1093379
        CY_sur59 |  -.0386846   .0352962    -1.10   0.273    -.1078638    .0304946
        CY_sur60 |          0  (omitted)
        CY_sur61 |   .4989346   .0381962    13.06   0.000     .4240714    .5737977
        CY_sur62 |   .5157448   .0666821     7.73   0.000     .3850503    .6464392
        CY_sur63 |   .2492876   .0416642     5.98   0.000     .1676272     .330948
        CY_sur64 |    .399673   .0902917     4.43   0.000     .2227045    .5766416
        CY_sur65 |   .4124716   .0378019    10.91   0.000     .3383813     .486562
        CY_sur66 |   .5389195   .0316651    17.02   0.000     .4768572    .6009819
        CY_sur67 |          0  (omitted)
        CY_sur68 |   -.628138   .0404162   -15.54   0.000    -.7073523   -.5489237
        CY_sur69 |  -.5958374   .0403224   -14.78   0.000    -.6748679   -.5168068
        CY_sur70 |  -.7388122   .1232093    -6.00   0.000     -.980298   -.4973264
        CY_sur71 |  -.6809169   .0415304   -16.40   0.000    -.7623151   -.5995188
        CY_sur72 |  -.6594365   .0402484   -16.38   0.000    -.7383219   -.5805511
        CY_sur73 |          0  (omitted)
        CY_sur74 |  -.0947766   .0397207    -2.39   0.017    -.1726276   -.0169255
        CY_sur75 |  -.1052684   .1115429    -0.94   0.345    -.3238884    .1133516
        CY_sur76 |  -.0543739   .0403076    -1.35   0.177    -.1333753    .0246276
        CY_sur77 |  -.1046013   .0611609    -1.71   0.087    -.2244746    .0152719
        CY_sur78 |  -.0001247   .0413251    -0.00   0.998    -.0811204    .0808711
        CY_sur79 |  -.0257181   .0408511    -0.63   0.529    -.1057848    .0543485
        CY_sur80 |          0  (omitted)
        CY_sur81 |    .108904   .0400892     2.72   0.007     .0303307    .1874773
        CY_sur82 |    .229778   .1311516     1.75   0.080    -.0272744    .4868303
        CY_sur83 |   .1250637   .0417221     3.00   0.003     .0432899    .2068374
        CY_sur84 |   .2421478   .0652512     3.71   0.000     .1142579    .3700377
        CY_sur85 |   .0156984   .0371029     0.42   0.672    -.0570219    .0884186
        CY_sur86 |          0  (omitted)
      Edu_level1 |    .251056   .0781996     3.21   0.001     .0977876    .4043245
      Edu_level2 |   .3043946   .0155366    19.59   0.000     .2739434    .3348458
      Edu_level3 |   .2427319   .0144339    16.82   0.000     .2144419     .271022
      Edu_level4 |          0  (omitted)
           _cons |   3.843027   .0321031   119.71   0.000     3.780106    3.905948
----------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):           3855.020
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              4.8e+04
                         (Kleibergen-Paap rk Wald F statistic):       6021.954
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         import_shock_sur
Included instruments: female agea CY_sur2 CY_sur3 CY_sur4 CY_sur6 CY_sur7
                      CY_sur8 CY_sur9 CY_sur10 CY_sur11 CY_sur13 CY_sur14
                      CY_sur15 CY_sur16 CY_sur18 CY_sur19 CY_sur20 CY_sur21
                      CY_sur22 CY_sur24 CY_sur25 CY_sur26 CY_sur27 CY_sur28
                      CY_sur29 CY_sur30 CY_sur31 CY_sur32 CY_sur33 CY_sur34
                      CY_sur35 CY_sur36 CY_sur38 CY_sur40 CY_sur41 CY_sur42
                      CY_sur43 CY_sur44 CY_sur45 CY_sur47 CY_sur48 CY_sur49
                      CY_sur50 CY_sur51 CY_sur52 CY_sur54 CY_sur55 CY_sur56
                      CY_sur57 CY_sur58 CY_sur59 CY_sur61 CY_sur62 CY_sur63
                      CY_sur64 CY_sur65 CY_sur66 CY_sur68 CY_sur69 CY_sur70
                      CY_sur71 CY_sur72 CY_sur74 CY_sur75 CY_sur76 CY_sur77
                      CY_sur78 CY_sur79 CY_sur81 CY_sur82 CY_sur83 CY_sur84
                      CY_sur85 Edu_level1 Edu_level2 Edu_level3
Excluded instruments: instrument_shock_sur
Dropped collinear:    CY_sur1 CY_sur5 CY_sur12 CY_sur17 CY_sur23 CY_sur37
                      CY_sur39 CY_sur46 CY_sur53 CY_sur60 CY_sur67 CY_sur73
                      CY_sur80 CY_sur86 Edu_level4
------------------------------------------------------------------------------

. 
. ** Table D1, column 4. Dependent variable: Immigration (culture)
. 
. ivreg2 imueclt (import_shock_sur=instrument_shock_sur) female agea CY_s* Edu_level* [pweight=pweight], first savefirst  
(sum of wgt is     1.0699e+05)
Warning - collinearities detected
Vars dropped:       CY_sur1 CY_sur5 CY_sur12 CY_sur17 CY_sur23 CY_sur39
                    CY_sur46 CY_sur53 CY_sur60 CY_sur67 CY_sur73 CY_sur80
                    CY_sur86 Edu_level4

Stored estimation results
-------------------------
---------------------------------------------------------------------------------------
             |           Dependent  Number of        
        Name | Command    variable     param.  Title 
-------------+-------------------------------------------------------------------------
_ivreg2_im~r | ivreg2    import_sho~r      94  First-stage regression: import_shock_sur
---------------------------------------------------------------------------------------

First-stage regressions
-----------------------


First-stage regression of import_shock_sur:

Statistics robust to heteroskedasticity
Number of obs =                 100243
--------------------------------------------------------------------------------------
                     |               Robust
    import_shock_sur | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
---------------------+----------------------------------------------------------------
instrument_shock_sur |   .0755712   .0009714    77.80   0.000     .0736673    .0774752
              female |  -.0009048    .000565    -1.60   0.109    -.0020122    .0002027
                agea |  -.0000267   .0000157    -1.70   0.088    -.0000575    4.02e-06
             CY_sur1 |          0  (omitted)
             CY_sur2 |  -.4693364   .0057051   -82.27   0.000    -.4805183   -.4581546
             CY_sur3 |  -.7944013   .0090646   -87.64   0.000    -.8121678   -.7766347
             CY_sur4 |  -.5585935   .0072598   -76.94   0.000    -.5728226   -.5443643
             CY_sur5 |          0  (omitted)
             CY_sur6 |  -.0192143   .0011699   -16.42   0.000    -.0215072   -.0169214
             CY_sur7 |  -.2545021   .0037571   -67.74   0.000    -.2618659   -.2471384
             CY_sur8 |    .190947   .0036639    52.12   0.000     .1837659    .1981282
             CY_sur9 |  -.1769831   .0062192   -28.46   0.000    -.1891727   -.1647936
            CY_sur10 |   -.138143   .0062259   -22.19   0.000    -.1503457   -.1259403
            CY_sur11 |   .1558519   .0058379    26.70   0.000     .1444097    .1672942
            CY_sur12 |          0  (omitted)
            CY_sur13 |  -.1223609   .0011538  -106.05   0.000    -.1246223   -.1200994
            CY_sur14 |  -.6766656   .0084371   -80.20   0.000    -.6932022    -.660129
            CY_sur15 |  -.8265248   .0127335   -64.91   0.000    -.8514823   -.8015674
            CY_sur16 |   -.603336   .0115912   -52.05   0.000    -.6260545   -.5806175
            CY_sur17 |          0  (omitted)
            CY_sur18 |  -.1120191   .0006928  -161.69   0.000    -.1133771   -.1106612
            CY_sur19 |  -.0767312   .0007676   -99.96   0.000    -.0782358   -.0752266
            CY_sur20 |  -.0757425   .0004046  -187.22   0.000    -.0765355   -.0749496
            CY_sur21 |   -.025782   .0009442   -27.31   0.000    -.0276326   -.0239314
            CY_sur22 |  -.1002188   .0004278  -234.25   0.000    -.1010574   -.0993803
            CY_sur23 |          0  (omitted)
            CY_sur24 |  -.0458784    .001289   -35.59   0.000    -.0484048   -.0433519
            CY_sur25 |  -.0878333   .0007016  -125.19   0.000    -.0892085   -.0864582
            CY_sur26 |   -.001801   .0008523    -2.11   0.035    -.0034715   -.0001306
            CY_sur27 |   .0668962   .0023717    28.21   0.000     .0622477    .0715446
            CY_sur28 |   .0636255   .0011176    56.93   0.000     .0614349    .0658161
            CY_sur29 |   .1104965   .0015727    70.26   0.000      .107414     .113579
            CY_sur30 |  -.4014321    .004046   -99.22   0.000    -.4093621    -.393502
            CY_sur31 |  -.5753396    .006949   -82.80   0.000    -.5889594   -.5617197
            CY_sur32 |  -.1440873   .0030626   -47.05   0.000    -.1500899   -.1380847
            CY_sur33 |  -1.120392   .0131287   -85.34   0.000    -1.146124    -1.09466
            CY_sur34 |  -1.575773   .0203365   -77.48   0.000    -1.615632   -1.535913
            CY_sur35 |   -1.47893   .0208688   -70.87   0.000    -1.519833   -1.438028
            CY_sur36 |  -1.448454   .0187519   -77.24   0.000    -1.485207     -1.4117
            CY_sur37 |  -.0912646   .0006759  -135.03   0.000    -.0925893     -.08994
            CY_sur38 |   -.064517   .0008056   -80.08   0.000    -.0660961    -.062938
            CY_sur39 |          0  (omitted)
            CY_sur40 |   .3185424   .0050564    63.00   0.000     .3086319    .3284528
            CY_sur41 |   .0157048   .0057427     2.73   0.006     .0044491    .0269605
            CY_sur42 |   .2633543   .0055853    47.15   0.000     .2524071    .2743014
            CY_sur43 |   .6023494   .0219616    27.43   0.000     .5593049     .645394
            CY_sur44 |   1.109554   .0167837    66.11   0.000     1.076658     1.14245
            CY_sur45 |   .8157345   .0125062    65.23   0.000     .7912225    .8402464
            CY_sur46 |          0  (omitted)
            CY_sur47 |  -.1157752   .0016644   -69.56   0.000    -.1190374   -.1125129
            CY_sur48 |  -.0699138   .0272323    -2.57   0.010    -.1232887   -.0165389
            CY_sur49 |  -.7581508   .0092288   -82.15   0.000    -.7762391   -.7400624
            CY_sur50 |  -.8996754   .0689526   -13.05   0.000    -1.034822   -.7645291
            CY_sur51 |  -.7061536   .0119155   -59.26   0.000    -.7295079   -.6827994
            CY_sur52 |  -.7352624   .0116459   -63.13   0.000    -.7580882   -.7124365
            CY_sur53 |          0  (omitted)
            CY_sur54 |  -.0849478   .0011853   -71.67   0.000     -.087271   -.0826246
            CY_sur55 |  -.3449962   .0042853   -80.51   0.000    -.3533954    -.336597
            CY_sur56 |  -.2943696   .0046627   -63.13   0.000    -.3035085   -.2852307
            CY_sur57 |  -.4982029   .0063577   -78.36   0.000    -.5106639    -.485742
            CY_sur58 |  -.4481279    .007098   -63.13   0.000    -.4620399    -.434216
            CY_sur59 |  -.4260709   .0048001   -88.76   0.000    -.4354789   -.4166628
            CY_sur60 |          0  (omitted)
            CY_sur61 |  -.0615479   .0011718   -52.52   0.000    -.0638447   -.0592511
            CY_sur62 |  -.1606815   .0024903   -64.52   0.000    -.1655626   -.1558005
            CY_sur63 |  -.1041201   .0006639  -156.82   0.000    -.1054214   -.1028188
            CY_sur64 |  -.1361325    .003569   -38.14   0.000    -.1431278   -.1291372
            CY_sur65 |  -.0367421   .0012684   -28.97   0.000    -.0392281    -.034256
            CY_sur66 |  -.0625517   .0009894   -63.22   0.000     -.064491   -.0606124
            CY_sur67 |          0  (omitted)
            CY_sur68 |  -.1003821   .0011262   -89.14   0.000    -.1025894   -.0981748
            CY_sur69 |  -.2848663   .0036369   -78.33   0.000    -.2919947    -.277738
            CY_sur70 |  -.5449643   .0115517   -47.18   0.000    -.5676054   -.5223232
            CY_sur71 |  -.4132393    .005799   -71.26   0.000    -.4246053   -.4018734
            CY_sur72 |  -.3770327   .0054199   -69.56   0.000    -.3876556   -.3664097
            CY_sur73 |          0  (omitted)
            CY_sur74 |  -.0957585   .0011452   -83.62   0.000    -.0980031   -.0935139
            CY_sur75 |  -.4498872   .0113974   -39.47   0.000    -.4722261   -.4275484
            CY_sur76 |  -.4042924   .0041469   -97.49   0.000    -.4124203   -.3961645
            CY_sur77 |  -.5723825   .0076949   -74.38   0.000    -.5874645   -.5573006
            CY_sur78 |  -.5367553   .0066908   -80.22   0.000    -.5498691   -.5236415
            CY_sur79 |  -.5222099   .0059662   -87.53   0.000    -.5339036   -.5105162
            CY_sur80 |          0  (omitted)
            CY_sur81 |  -.0097028   .0011643    -8.33   0.000    -.0119849   -.0074208
            CY_sur82 |  -.0771301   .0006871  -112.25   0.000    -.0784768   -.0757833
            CY_sur83 |  -.1133685   .0005856  -193.58   0.000    -.1145163   -.1122206
            CY_sur84 |  -.0283391   .0007134   -39.72   0.000    -.0297374   -.0269408
            CY_sur85 |   .0059518   .0010425     5.71   0.000     .0039085    .0079952
            CY_sur86 |          0  (omitted)
          Edu_level1 |   .0007745   .0021801     0.36   0.722    -.0034984    .0050474
          Edu_level2 |   .0031476   .0008772     3.59   0.000     .0014284    .0048669
          Edu_level3 |   .0001891   .0007534     0.25   0.802    -.0012874    .0016657
          Edu_level4 |          0  (omitted)
               _cons |   .0682812   .0014358    47.56   0.000      .065467    .0710955
--------------------------------------------------------------------------------------
F test of excluded instruments:
  F(  1,100163) =  6052.08
  Prob > F      =   0.0000
Sanderson-Windmeijer multivariate F test of excluded instruments:
  F(  1,100163) =  6052.08
  Prob > F      =   0.0000



Summary results for first-stage regressions
-------------------------------------------

                                           (Underid)            (Weak id)
Variable     | F(  1,100163)  P-val | SW Chi-sq(  1) P-val | SW F(  1,100163)
import_shock |    6052.08    0.0000 |     6056.92   0.0000 |     6052.08

NB: first-stage test statistics heteroskedasticity-robust

Stock-Yogo weak ID F test critical values for single endogenous regressor:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for i.i.d. errors only.

Underidentification test
Ho: matrix of reduced form coefficients has rank=K1-1 (underidentified)
Ha: matrix has rank=K1 (identified)
Kleibergen-Paap rk LM statistic          Chi-sq(1)=3901.88  P-val=0.0000

Weak identification test
Ho: equation is weakly identified
Cragg-Donald Wald F statistic                                   48276.27
Kleibergen-Paap Wald rk F statistic                              6052.08

Stock-Yogo weak ID test critical values for K1=1 and L1=1:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.

Weak-instrument-robust inference
Tests of joint significance of endogenous regressors B1 in main equation
Ho: B1=0 and orthogonality conditions are valid
Anderson-Rubin Wald test           F(1,100163)=   34.63     P-val=0.0000
Anderson-Rubin Wald test           Chi-sq(1)=     34.65     P-val=0.0000
Stock-Wright LM S statistic        Chi-sq(1)=     34.77     P-val=0.0000

NB: Underidentification, weak identification and weak-identification-robust
    test statistics heteroskedasticity-robust

Number of observations               N  =     100243
Number of regressors                 K  =         80
Number of endogenous regressors      K1 =          1
Number of instruments                L  =         80
Number of excluded instruments       L1 =          1

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =   100243
                                                      F( 79,100163) =   235.36
                                                      Prob > F      =   0.0000
Total (centered) SS     =  627139.6538                Centered R2   =   0.1299
Total (uncentered) SS   =  2633569.597                Uncentered R2 =   0.7928
Residual SS             =  545651.0602                Root MSE      =    2.333

----------------------------------------------------------------------------------
                 |               Robust
         imueclt | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-----------------+----------------------------------------------------------------
import_shock_sur |   .4326327   .0736326     5.88   0.000     .2883156    .5769499
          female |  -.0094355   .0210009    -0.45   0.653    -.0505964    .0317254
            agea |   .0144081   .0005911    24.38   0.000     .0132496    .0155666
         CY_sur1 |          0  (omitted)
         CY_sur2 |   -1.04858   .0754121   -13.90   0.000    -1.196385   -.9007746
         CY_sur3 |  -.4634552   .0773111    -5.99   0.000    -.6149823   -.3119282
         CY_sur4 |  -.0523277   .0768389    -0.68   0.496    -.2029292    .0982738
         CY_sur5 |          0  (omitted)
         CY_sur6 |  -.9841514     .07572   -13.00   0.000     -1.13256   -.8357429
         CY_sur7 |  -1.530564   .2441761    -6.27   0.000     -2.00914   -1.051987
         CY_sur8 |  -1.070729   .0857436   -12.49   0.000    -1.238783   -.9026743
         CY_sur9 |  -1.250607   .1978676    -6.32   0.000    -1.638421   -.8627938
        CY_sur10 |  -1.200028   .0861135   -13.94   0.000    -1.368807   -1.031248
        CY_sur11 |  -1.325479   .0869426   -15.25   0.000    -1.495883   -1.155074
        CY_sur12 |          0  (omitted)
        CY_sur13 |  -2.482428   .0688179   -36.07   0.000    -2.617308   -2.347547
        CY_sur14 |  -2.231051   .0694514   -32.12   0.000    -2.367173   -2.094928
        CY_sur15 |  -2.392669    .068685   -34.84   0.000    -2.527289   -2.258048
        CY_sur16 |  -2.545212   .0701461   -36.28   0.000    -2.682695   -2.407728
        CY_sur17 |          0  (omitted)
        CY_sur18 |  -.4366054   .0888736    -4.91   0.000    -.6107944   -.2624164
        CY_sur19 |  -.4121275   .1031814    -3.99   0.000    -.6143594   -.2098956
        CY_sur20 |  -.2686528   .1045775    -2.57   0.010    -.4736208   -.0636847
        CY_sur21 |  -.2941903   .0943366    -3.12   0.002    -.4790865    -.109294
        CY_sur22 |  -.6213508   .0750288    -8.28   0.000    -.7684046    -.474297
        CY_sur23 |          0  (omitted)
        CY_sur24 |  -1.312324   .1573626    -8.34   0.000     -1.62075   -1.003899
        CY_sur25 |  -1.378684   .0701094   -19.66   0.000    -1.516096   -1.241272
        CY_sur26 |  -.9745229    .073849   -13.20   0.000    -1.119264   -.8297815
        CY_sur27 |  -.9793877   .1240061    -7.90   0.000    -1.222435   -.7363403
        CY_sur28 |  -.8845331   .0717103   -12.33   0.000    -1.025083   -.7439834
        CY_sur29 |  -1.353315   .0733821   -18.44   0.000    -1.497142   -1.209489
        CY_sur30 |   .8850217   .0752797    11.76   0.000     .7374762    1.032567
        CY_sur31 |   .7220394   .0747247     9.66   0.000     .5755816    .8684972
        CY_sur32 |  -.7635156   .4447004    -1.72   0.086    -1.635112    .1080812
        CY_sur33 |  -.9869928   .0787712   -12.53   0.000    -1.141382    -.832604
        CY_sur34 |  -1.297617   .0737036   -17.61   0.000    -1.442074   -1.153161
        CY_sur35 |  -1.273576    .116327   -10.95   0.000    -1.501573   -1.045579
        CY_sur36 |  -1.310931   .0941105   -13.93   0.000    -1.495385   -1.126478
        CY_sur37 |  -.8156374   .0893251    -9.13   0.000    -.9907114   -.6405633
        CY_sur38 |   -.247605   .0845102    -2.93   0.003    -.4132419   -.0819681
        CY_sur39 |          0  (omitted)
        CY_sur40 |  -1.544048    .073077   -21.13   0.000    -1.687277    -1.40082
        CY_sur41 |  -1.148263   .1278725    -8.98   0.000    -1.398888   -.8976373
        CY_sur42 |  -1.560056   .0817329   -19.09   0.000     -1.72025   -1.399863
        CY_sur43 |  -1.167941   .1448236    -8.06   0.000     -1.45179   -.8840918
        CY_sur44 |  -2.158729   .1311272   -16.46   0.000    -2.415734   -1.901725
        CY_sur45 |  -1.958963   .1107703   -17.68   0.000    -2.176069   -1.741857
        CY_sur46 |          0  (omitted)
        CY_sur47 |   -.914952   .0742762   -12.32   0.000    -1.060531   -.7693733
        CY_sur48 |  -.9137744    .263308    -3.47   0.001    -1.429849   -.3977002
        CY_sur49 |  -.8055739   .0790058   -10.20   0.000    -.9604225   -.6507253
        CY_sur50 |  -1.103038   .3847474    -2.87   0.004    -1.857129    -.348947
        CY_sur51 |  -1.008237   .0746629   -13.50   0.000    -1.154573      -.8619
        CY_sur52 |  -.9743872   .0780304   -12.49   0.000    -1.127324   -.8214505
        CY_sur53 |          0  (omitted)
        CY_sur54 |  -.8997462   .0865982   -10.39   0.000    -1.069476   -.7300168
        CY_sur55 |   -1.05663   .2199794    -4.80   0.000    -1.487782   -.6254782
        CY_sur56 |   -.337213    .112884    -2.99   0.003    -.5584617   -.1159644
        CY_sur57 |  -.1995605   .0798521    -2.50   0.012    -.3560677   -.0430534
        CY_sur58 |  -1.113874   .0999063   -11.15   0.000    -1.309687   -.9180613
        CY_sur59 |  -.9964681   .0734608   -13.56   0.000    -1.140449   -.8524875
        CY_sur60 |          0  (omitted)
        CY_sur61 |  -1.257383   .0811083   -15.50   0.000    -1.416352   -1.098413
        CY_sur62 |  -1.309119   .1420141    -9.22   0.000    -1.587462   -1.030777
        CY_sur63 |  -1.293169     .08288   -15.60   0.000    -1.455611   -1.130727
        CY_sur64 |   -1.40627   .2024074    -6.95   0.000    -1.802981   -1.009559
        CY_sur65 |  -1.190108   .0840079   -14.17   0.000    -1.354761   -1.025456
        CY_sur66 |  -1.227233   .0694208   -17.68   0.000    -1.363295    -1.09117
        CY_sur67 |          0  (omitted)
        CY_sur68 |  -2.377923   .0729689   -32.59   0.000    -2.520939   -2.234906
        CY_sur69 |  -2.372977   .0741663   -32.00   0.000     -2.51834   -2.227613
        CY_sur70 |  -1.570094   .2308769    -6.80   0.000    -2.022605   -1.117584
        CY_sur71 |  -2.274274   .0743079   -30.61   0.000    -2.419915   -2.128633
        CY_sur72 |  -2.302237   .0729664   -31.55   0.000    -2.445248   -2.159225
        CY_sur73 |          0  (omitted)
        CY_sur74 |  -1.632945   .0748879   -21.81   0.000    -1.779722   -1.486167
        CY_sur75 |  -1.402228   .2198235    -6.38   0.000    -1.833074   -.9713818
        CY_sur76 |  -1.432745   .0789224   -18.15   0.000     -1.58743    -1.27806
        CY_sur77 |   -1.61344   .1127794   -14.31   0.000    -1.834483   -1.392396
        CY_sur78 |  -1.319423   .0802331   -16.44   0.000    -1.476677   -1.162169
        CY_sur79 |  -1.458554   .0777665   -18.76   0.000    -1.610973   -1.306134
        CY_sur80 |          0  (omitted)
        CY_sur81 |   -.405613   .0769554    -5.27   0.000    -.5564428   -.2547832
        CY_sur82 |  -.1845149   .1994302    -0.93   0.355    -.5753908    .2063611
        CY_sur83 |  -.2184835   .0834088    -2.62   0.009    -.3819618   -.0550052
        CY_sur84 |  -.5000941   .1425277    -3.51   0.000    -.7794432    -.220745
        CY_sur85 |   .0564448    .074877     0.75   0.451    -.0903115     .203201
        CY_sur86 |          0  (omitted)
      Edu_level1 |   1.344416   .1685522     7.98   0.000      1.01406    1.674772
      Edu_level2 |   1.569864   .0293467    53.49   0.000     1.512345    1.627382
      Edu_level3 |   1.143808   .0263399    43.42   0.000     1.092183    1.195433
      Edu_level4 |          0  (omitted)
           _cons |   3.552224   .0647808    54.83   0.000     3.425256    3.679192
----------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):           3901.884
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              4.8e+04
                         (Kleibergen-Paap rk Wald F statistic):       6052.084
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         import_shock_sur
Included instruments: female agea CY_sur2 CY_sur3 CY_sur4 CY_sur6 CY_sur7
                      CY_sur8 CY_sur9 CY_sur10 CY_sur11 CY_sur13 CY_sur14
                      CY_sur15 CY_sur16 CY_sur18 CY_sur19 CY_sur20 CY_sur21
                      CY_sur22 CY_sur24 CY_sur25 CY_sur26 CY_sur27 CY_sur28
                      CY_sur29 CY_sur30 CY_sur31 CY_sur32 CY_sur33 CY_sur34
                      CY_sur35 CY_sur36 CY_sur37 CY_sur38 CY_sur40 CY_sur41
                      CY_sur42 CY_sur43 CY_sur44 CY_sur45 CY_sur47 CY_sur48
                      CY_sur49 CY_sur50 CY_sur51 CY_sur52 CY_sur54 CY_sur55
                      CY_sur56 CY_sur57 CY_sur58 CY_sur59 CY_sur61 CY_sur62
                      CY_sur63 CY_sur64 CY_sur65 CY_sur66 CY_sur68 CY_sur69
                      CY_sur70 CY_sur71 CY_sur72 CY_sur74 CY_sur75 CY_sur76
                      CY_sur77 CY_sur78 CY_sur79 CY_sur81 CY_sur82 CY_sur83
                      CY_sur84 CY_sur85 Edu_level1 Edu_level2 Edu_level3
Excluded instruments: instrument_shock_sur
Dropped collinear:    CY_sur1 CY_sur5 CY_sur12 CY_sur17 CY_sur23 CY_sur39
                      CY_sur46 CY_sur53 CY_sur60 CY_sur67 CY_sur73 CY_sur80
                      CY_sur86 Edu_level4
------------------------------------------------------------------------------

. 
. ** Table D1, column 5. Dependent variable: Immigration (economy)
. 
. ivreg2 imbgeco (import_shock_sur=instrument_shock_sur) female agea CY_s* Edu_level* [pweight=pweight], first savefirst  
(sum of wgt is     1.0651e+05)
Warning - collinearities detected
Vars dropped:       CY_sur1 CY_sur5 CY_sur12 CY_sur17 CY_sur23 CY_sur39
                    CY_sur46 CY_sur53 CY_sur60 CY_sur67 CY_sur73 CY_sur80
                    CY_sur86 Edu_level4

Stored estimation results
-------------------------
---------------------------------------------------------------------------------------
             |           Dependent  Number of        
        Name | Command    variable     param.  Title 
-------------+-------------------------------------------------------------------------
_ivreg2_im~r | ivreg2    import_sho~r      94  First-stage regression: import_shock_sur
---------------------------------------------------------------------------------------

First-stage regressions
-----------------------


First-stage regression of import_shock_sur:

Statistics robust to heteroskedasticity
Number of obs =                  99934
--------------------------------------------------------------------------------------
                     |               Robust
    import_shock_sur | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
---------------------+----------------------------------------------------------------
instrument_shock_sur |   .0755986   .0009714    77.82   0.000     .0736947    .0775026
              female |  -.0009453   .0005682    -1.66   0.096     -.002059    .0001683
                agea |  -.0000244   .0000157    -1.56   0.119    -.0000552    6.29e-06
             CY_sur1 |          0  (omitted)
             CY_sur2 |  -.4681819   .0057013   -82.12   0.000    -.4793564   -.4570074
             CY_sur3 |   -.793119   .0090428   -87.71   0.000    -.8108427   -.7753953
             CY_sur4 |   -.558965   .0072669   -76.92   0.000    -.5732081   -.5447219
             CY_sur5 |          0  (omitted)
             CY_sur6 |  -.0191358   .0011701   -16.35   0.000    -.0214293   -.0168424
             CY_sur7 |  -.2543855   .0038339   -66.35   0.000    -.2618999   -.2468712
             CY_sur8 |   .1911794   .0036746    52.03   0.000     .1839772    .1983816
             CY_sur9 |  -.1772078   .0062397   -28.40   0.000    -.1894376   -.1649779
            CY_sur10 |  -.1385657   .0062418   -22.20   0.000    -.1507996   -.1263319
            CY_sur11 |   .1558754   .0058456    26.67   0.000     .1444181    .1673327
            CY_sur12 |          0  (omitted)
            CY_sur13 |  -.1223697   .0011547  -105.98   0.000    -.1246328   -.1201065
            CY_sur14 |  -.6767541    .008438   -80.20   0.000    -.6932925   -.6602157
            CY_sur15 |    -.82641   .0127305   -64.92   0.000    -.8513616   -.8014584
            CY_sur16 |    -.60385   .0115943   -52.08   0.000    -.6265746   -.5811253
            CY_sur17 |          0  (omitted)
            CY_sur18 |  -.1120435    .000693  -161.68   0.000    -.1134017   -.1106852
            CY_sur19 |  -.0767688   .0007636  -100.53   0.000    -.0782655    -.075272
            CY_sur20 |  -.0758209   .0004055  -186.99   0.000    -.0766157   -.0750262
            CY_sur21 |  -.0258241   .0009473   -27.26   0.000    -.0276808   -.0239673
            CY_sur22 |   -.100253   .0004283  -234.06   0.000    -.1010925   -.0994135
            CY_sur23 |          0  (omitted)
            CY_sur24 |  -.0458371   .0012899   -35.54   0.000    -.0483652    -.043309
            CY_sur25 |  -.0877991   .0007014  -125.18   0.000    -.0891739   -.0864244
            CY_sur26 |   -.001791   .0008567    -2.09   0.037    -.0034702   -.0001118
            CY_sur27 |   .0675624   .0023843    28.34   0.000     .0628892    .0722357
            CY_sur28 |   .0629451   .0011296    55.72   0.000     .0607311     .065159
            CY_sur29 |   .1102606   .0015788    69.84   0.000     .1071662    .1133551
            CY_sur30 |  -.4021288   .0040554   -99.16   0.000    -.4100774   -.3941803
            CY_sur31 |  -.5743312    .006927   -82.91   0.000    -.5879081   -.5607543
            CY_sur32 |  -.1443694   .0030464   -47.39   0.000    -.1503404   -.1383985
            CY_sur33 |   -1.12212   .0131471   -85.35   0.000    -1.147888   -1.096352
            CY_sur34 |  -1.576622   .0203365   -77.53   0.000    -1.616481   -1.536763
            CY_sur35 |  -1.477891   .0208414   -70.91   0.000     -1.51874   -1.437042
            CY_sur36 |  -1.450431   .0187778   -77.24   0.000    -1.487235   -1.413627
            CY_sur37 |   -.091361   .0006774  -134.87   0.000    -.0926886   -.0900333
            CY_sur38 |  -.0645407   .0008075   -79.92   0.000    -.0661234   -.0629579
            CY_sur39 |          0  (omitted)
            CY_sur40 |   .3188495    .005071    62.88   0.000     .3089104    .3287886
            CY_sur41 |   .0160685   .0057686     2.79   0.005      .004762    .0273749
            CY_sur42 |   .2645331   .0056206    47.06   0.000     .2535167    .2755495
            CY_sur43 |   .6069401   .0221377    27.42   0.000     .5635506    .6503297
            CY_sur44 |   1.120739   .0169425    66.15   0.000     1.087532    1.153946
            CY_sur45 |   .8159189   .0125594    64.96   0.000     .7913027    .8405351
            CY_sur46 |          0  (omitted)
            CY_sur47 |  -.1160722   .0016745   -69.32   0.000    -.1193542   -.1127902
            CY_sur48 |  -.0700506   .0272339    -2.57   0.010    -.1234288   -.0166725
            CY_sur49 |  -.7576028   .0092421   -81.97   0.000    -.7757172   -.7394883
            CY_sur50 |  -.8999527   .0689825   -13.05   0.000    -1.035158   -.7647479
            CY_sur51 |   -.708046   .0119691   -59.16   0.000    -.7315053   -.6845867
            CY_sur52 |  -.7356254   .0116627   -63.08   0.000    -.7584842   -.7127667
            CY_sur53 |          0  (omitted)
            CY_sur54 |  -.0854991   .0011814   -72.37   0.000    -.0878147   -.0831835
            CY_sur55 |  -.3451675   .0043841   -78.73   0.000    -.3537603   -.3365747
            CY_sur56 |  -.2960607   .0045675   -64.82   0.000    -.3050128   -.2871085
            CY_sur57 |  -.4992078   .0063192   -79.00   0.000    -.5115932   -.4868223
            CY_sur58 |  -.4470591    .007076   -63.18   0.000    -.4609279   -.4331903
            CY_sur59 |    -.42418    .004779   -88.76   0.000    -.4335467   -.4148133
            CY_sur60 |          0  (omitted)
            CY_sur61 |  -.0616554   .0011702   -52.69   0.000     -.063949   -.0593618
            CY_sur62 |   -.159955   .0025267   -63.31   0.000    -.1649073   -.1550026
            CY_sur63 |  -.1042375   .0006644  -156.89   0.000    -.1055398   -.1029353
            CY_sur64 |  -.1365854   .0035803   -38.15   0.000    -.1436029    -.129568
            CY_sur65 |  -.0367143    .001256   -29.23   0.000    -.0391761   -.0342525
            CY_sur66 |  -.0625739   .0009867   -63.42   0.000    -.0645078   -.0606401
            CY_sur67 |          0  (omitted)
            CY_sur68 |  -.1002729   .0011267   -89.00   0.000    -.1024812   -.0980645
            CY_sur69 |  -.2849598   .0036473   -78.13   0.000    -.2921084   -.2778113
            CY_sur70 |  -.5433774   .0116203   -46.76   0.000    -.5661531   -.5206017
            CY_sur71 |  -.4137535   .0058112   -71.20   0.000    -.4251433   -.4023637
            CY_sur72 |  -.3772516   .0054262   -69.52   0.000    -.3878868   -.3666163
            CY_sur73 |          0  (omitted)
            CY_sur74 |  -.0957176   .0011464   -83.49   0.000    -.0979646   -.0934706
            CY_sur75 |   -.454282   .0111946   -40.58   0.000    -.4762232   -.4323407
            CY_sur76 |  -.4043004   .0041521   -97.37   0.000    -.4124384   -.3961624
            CY_sur77 |  -.5709775   .0076871   -74.28   0.000     -.586044   -.5559109
            CY_sur78 |  -.5373591   .0067006   -80.20   0.000    -.5504921   -.5242261
            CY_sur79 |  -.5230708   .0059801   -87.47   0.000    -.5347917   -.5113499
            CY_sur80 |          0  (omitted)
            CY_sur81 |  -.0097836   .0011638    -8.41   0.000    -.0120646   -.0075025
            CY_sur82 |  -.0771406     .00069  -111.80   0.000     -.078493   -.0757883
            CY_sur83 |  -.1134252   .0005858  -193.62   0.000    -.1145734    -.112277
            CY_sur84 |  -.0284517   .0007125   -39.93   0.000    -.0298483   -.0270551
            CY_sur85 |   .0057794   .0010388     5.56   0.000     .0037434    .0078154
            CY_sur86 |          0  (omitted)
          Edu_level1 |   .0012508   .0022159     0.56   0.572    -.0030924     .005594
          Edu_level2 |   .0035304   .0008823     4.00   0.000     .0018011    .0052597
          Edu_level3 |   .0002277   .0007572     0.30   0.764    -.0012564    .0017117
          Edu_level4 |          0  (omitted)
               _cons |   .0680833   .0014435    47.17   0.000     .0652541    .0709126
--------------------------------------------------------------------------------------
F test of excluded instruments:
  F(  1, 99854) =  6056.73
  Prob > F      =   0.0000
Sanderson-Windmeijer multivariate F test of excluded instruments:
  F(  1, 99854) =  6056.73
  Prob > F      =   0.0000



Summary results for first-stage regressions
-------------------------------------------

                                           (Underid)            (Weak id)
Variable     | F(  1, 99854)  P-val | SW Chi-sq(  1) P-val | SW F(  1, 99854)
import_shock |    6056.73    0.0000 |     6061.58   0.0000 |     6056.73

NB: first-stage test statistics heteroskedasticity-robust

Stock-Yogo weak ID F test critical values for single endogenous regressor:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for i.i.d. errors only.

Underidentification test
Ho: matrix of reduced form coefficients has rank=K1-1 (underidentified)
Ha: matrix has rank=K1 (identified)
Kleibergen-Paap rk LM statistic          Chi-sq(1)=3908.99  P-val=0.0000

Weak identification test
Ho: equation is weakly identified
Cragg-Donald Wald F statistic                                   48008.78
Kleibergen-Paap Wald rk F statistic                              6056.73

Stock-Yogo weak ID test critical values for K1=1 and L1=1:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.

Weak-instrument-robust inference
Tests of joint significance of endogenous regressors B1 in main equation
Ho: B1=0 and orthogonality conditions are valid
Anderson-Rubin Wald test           F(1,99854)=     0.13     P-val=0.7232
Anderson-Rubin Wald test           Chi-sq(1)=      0.13     P-val=0.7231
Stock-Wright LM S statistic        Chi-sq(1)=      0.13     P-val=0.7225

NB: Underidentification, weak identification and weak-identification-robust
    test statistics heteroskedasticity-robust

Number of observations               N  =      99934
Number of regressors                 K  =         80
Number of endogenous regressors      K1 =          1
Number of instruments                L  =         80
Number of excluded instruments       L1 =          1

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =    99934
                                                      F( 79, 99854) =   121.36
                                                      Prob > F      =   0.0000
Total (centered) SS     =  567020.5883                Centered R2   =   0.0952
Total (uncentered) SS   =  3149610.416                Uncentered R2 =   0.8371
Residual SS             =  513036.5838                Root MSE      =    2.266

----------------------------------------------------------------------------------
                 |               Robust
         imbgeco | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-----------------+----------------------------------------------------------------
import_shock_sur |   .0255041   .0719716     0.35   0.723    -.1155576    .1665658
          female |   .3292605    .020283    16.23   0.000     .2895064    .3690145
            agea |   .0040825   .0005696     7.17   0.000     .0029661    .0051988
         CY_sur1 |          0  (omitted)
         CY_sur2 |   -1.09644   .0721119   -15.20   0.000    -1.237777   -.9551033
         CY_sur3 |  -.4924701    .073605    -6.69   0.000    -.6367333   -.3482069
         CY_sur4 |  -.7579632   .0723912   -10.47   0.000    -.8998473   -.6160792
         CY_sur5 |          0  (omitted)
         CY_sur6 |  -.1118165   .0719407    -1.55   0.120    -.2528177    .0291847
         CY_sur7 |   .0517432   .2600914     0.20   0.842    -.4580265     .561513
         CY_sur8 |   .1564666    .083313     1.88   0.060    -.0068238     .319757
         CY_sur9 |  -.0676328   .1990782    -0.34   0.734    -.4578189    .3225533
        CY_sur10 |  -.2025918   .0862437    -2.35   0.019    -.3716264   -.0335572
        CY_sur11 |  -.2741984   .0839393    -3.27   0.001    -.4387164   -.1096804
        CY_sur12 |          0  (omitted)
        CY_sur13 |  -.7606864   .0711424   -10.69   0.000     -.900123   -.6212498
        CY_sur14 |  -.5628843    .069703    -8.08   0.000    -.6994996    -.426269
        CY_sur15 |   -.868604   .0705134   -12.32   0.000    -1.006808   -.7304003
        CY_sur16 |  -.9345285   .0701294   -13.33   0.000    -1.071979   -.7970775
        CY_sur17 |          0  (omitted)
        CY_sur18 |  -.6276257   .0818811    -7.67   0.000    -.7881097   -.4671418
        CY_sur19 |  -.2331382   .0956521    -2.44   0.015    -.4206128   -.0456636
        CY_sur20 |  -.2659194   .0969997    -2.74   0.006    -.4560353   -.0758036
        CY_sur21 |   -.089456   .0853384    -1.05   0.295    -.2567162    .0778043
        CY_sur22 |  -.3302263   .0691303    -4.78   0.000    -.4657192   -.1947335
        CY_sur23 |          0  (omitted)
        CY_sur24 |  -.2771762   .1546007    -1.79   0.073    -.5801881    .0258357
        CY_sur25 |  -.6246999   .0681116    -9.17   0.000    -.7581963   -.4912035
        CY_sur26 |   .0515487   .0708398     0.73   0.467    -.0872947    .1903921
        CY_sur27 |   .1433182    .127654     1.12   0.262    -.1068791    .3935155
        CY_sur28 |  -.1839409   .0690925    -2.66   0.008    -.3193596   -.0485221
        CY_sur29 |   -.628977    .069858    -9.00   0.000    -.7658962   -.4920578
        CY_sur30 |    .568073    .074316     7.64   0.000     .4224163    .7137297
        CY_sur31 |   .3163338   .0727719     4.35   0.000     .1737035    .4589641
        CY_sur32 |  -.8053742   .4947634    -1.63   0.104    -1.775093    .1643442
        CY_sur33 |  -.7087411   .0749399    -9.46   0.000    -.8556205   -.5618616
        CY_sur34 |  -1.563857   .0712083   -21.96   0.000    -1.703423   -1.424292
        CY_sur35 |  -1.702677   .1156149   -14.73   0.000    -1.929278   -1.476076
        CY_sur36 |  -1.699024   .0887896   -19.14   0.000    -1.873048   -1.524999
        CY_sur37 |  -1.114502     .08263   -13.49   0.000    -1.276454   -.9525505
        CY_sur38 |  -.4154605   .0825927    -5.03   0.000    -.5773392   -.2535818
        CY_sur39 |          0  (omitted)
        CY_sur40 |  -.4651484   .0688877    -6.75   0.000    -.6001658    -.330131
        CY_sur41 |  -.2688524   .1283114    -2.10   0.036    -.5203381   -.0173666
        CY_sur42 |  -.3091964     .07948    -3.89   0.000    -.4649743   -.1534185
        CY_sur43 |   .0601236   .1347842     0.45   0.656    -.2040485    .3242957
        CY_sur44 |  -.8597441   .1287868    -6.68   0.000    -1.112162   -.6073266
        CY_sur45 |  -.9022729   .1074307    -8.40   0.000    -1.112833   -.6917127
        CY_sur46 |          0  (omitted)
        CY_sur47 |  -.8033167   .0684503   -11.74   0.000    -.9374767   -.6691567
        CY_sur48 |  -.6918786   .2223588    -3.11   0.002    -1.127694   -.2560633
        CY_sur49 |  -.5063857   .0737817    -6.86   0.000    -.6509951   -.3617763
        CY_sur50 |  -.9366055   .5479641    -1.71   0.087    -2.010595    .1373843
        CY_sur51 |  -.8601196   .0706059   -12.18   0.000    -.9985046   -.7217345
        CY_sur52 |  -1.072942   .0703444   -15.25   0.000    -1.210814   -.9350694
        CY_sur53 |          0  (omitted)
        CY_sur54 |   -.811293   .0860965    -9.42   0.000     -.980039    -.642547
        CY_sur55 |    -.87299   .2157919    -4.05   0.000    -1.295934   -.4500456
        CY_sur56 |  -.2535535   .1126598    -2.25   0.024    -.4743627   -.0327443
        CY_sur57 |  -.2729112   .0765792    -3.56   0.000    -.4230037   -.1228188
        CY_sur58 |  -.7754498   .1039053    -7.46   0.000    -.9791004   -.5717991
        CY_sur59 |   -.898122   .0710706   -12.64   0.000    -1.037418   -.7588261
        CY_sur60 |          0  (omitted)
        CY_sur61 |  -1.093771   .0767415   -14.25   0.000    -1.244182   -.9433609
        CY_sur62 |  -1.006106   .1430652    -7.03   0.000    -1.286509   -.7257033
        CY_sur63 |  -1.214228   .0791524   -15.34   0.000    -1.369364   -1.059092
        CY_sur64 |   -1.46717   .1890487    -7.76   0.000    -1.837699   -1.096642
        CY_sur65 |  -1.313008   .0812835   -16.15   0.000    -1.472321   -1.153695
        CY_sur66 |  -1.017147   .0660574   -15.40   0.000    -1.146617   -.8876765
        CY_sur67 |          0  (omitted)
        CY_sur68 |  -1.062898   .0726182   -14.64   0.000    -1.205227   -.9205688
        CY_sur69 |  -.6467078   .0743728    -8.70   0.000    -.7924757   -.5009399
        CY_sur70 |  -.4915915   .2238339    -2.20   0.028     -.930298   -.0528851
        CY_sur71 |   -1.00175   .0732262   -13.68   0.000    -1.145271   -.8582295
        CY_sur72 |  -.9980475   .0697566   -14.31   0.000    -1.134768   -.8613271
        CY_sur73 |          0  (omitted)
        CY_sur74 |  -1.493511   .0688712   -21.69   0.000    -1.628496   -1.358526
        CY_sur75 |  -1.507449   .2082474    -7.24   0.000    -1.915606   -1.099291
        CY_sur76 |  -1.194899   .0743988   -16.06   0.000    -1.340718    -1.04908
        CY_sur77 |   -1.41349   .1090145   -12.97   0.000    -1.627155   -1.199826
        CY_sur78 |  -1.400066   .0750706   -18.65   0.000    -1.547202   -1.252931
        CY_sur79 |  -1.711592   .0713853   -23.98   0.000    -1.851505   -1.571679
        CY_sur80 |          0  (omitted)
        CY_sur81 |   .0429952   .0711873     0.60   0.546    -.0965294    .1825198
        CY_sur82 |   .2404382   .1924026     1.25   0.211     -.136664    .6175405
        CY_sur83 |  -.0892603   .0793249    -1.13   0.260    -.2447343    .0662137
        CY_sur84 |  -.3763717   .1333139    -2.82   0.005    -.6376621   -.1150812
        CY_sur85 |   .0440721   .0717322     0.61   0.539    -.0965204    .1846646
        CY_sur86 |          0  (omitted)
      Edu_level1 |    1.20277   .1625902     7.40   0.000     .8840986    1.521441
      Edu_level2 |   1.513703    .027929    54.20   0.000     1.458963    1.568443
      Edu_level3 |   1.102756   .0248943    44.30   0.000     1.053964    1.151548
      Edu_level4 |          0  (omitted)
           _cons |   4.206049   .0607704    69.21   0.000     4.086942    4.325157
----------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):           3908.992
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              4.8e+04
                         (Kleibergen-Paap rk Wald F statistic):       6056.728
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         import_shock_sur
Included instruments: female agea CY_sur2 CY_sur3 CY_sur4 CY_sur6 CY_sur7
                      CY_sur8 CY_sur9 CY_sur10 CY_sur11 CY_sur13 CY_sur14
                      CY_sur15 CY_sur16 CY_sur18 CY_sur19 CY_sur20 CY_sur21
                      CY_sur22 CY_sur24 CY_sur25 CY_sur26 CY_sur27 CY_sur28
                      CY_sur29 CY_sur30 CY_sur31 CY_sur32 CY_sur33 CY_sur34
                      CY_sur35 CY_sur36 CY_sur37 CY_sur38 CY_sur40 CY_sur41
                      CY_sur42 CY_sur43 CY_sur44 CY_sur45 CY_sur47 CY_sur48
                      CY_sur49 CY_sur50 CY_sur51 CY_sur52 CY_sur54 CY_sur55
                      CY_sur56 CY_sur57 CY_sur58 CY_sur59 CY_sur61 CY_sur62
                      CY_sur63 CY_sur64 CY_sur65 CY_sur66 CY_sur68 CY_sur69
                      CY_sur70 CY_sur71 CY_sur72 CY_sur74 CY_sur75 CY_sur76
                      CY_sur77 CY_sur78 CY_sur79 CY_sur81 CY_sur82 CY_sur83
                      CY_sur84 CY_sur85 Edu_level1 Edu_level2 Edu_level3
Excluded instruments: instrument_shock_sur
Dropped collinear:    CY_sur1 CY_sur5 CY_sur12 CY_sur17 CY_sur23 CY_sur39
                      CY_sur46 CY_sur53 CY_sur60 CY_sur67 CY_sur73 CY_sur80
                      CY_sur86 Edu_level4
------------------------------------------------------------------------------

. 
. 
. 
. *** Descriptive statistics, as in table D.3 (ESS variables)
. 
. sum liberal imptrad impsafe imueclt imbgeco

    Variable |        Obs        Mean    Std. dev.       Min        Max
-------------+---------------------------------------------------------
     liberal |    102,783   -1.48e-09    1.256811  -2.291748   6.557063
     imptrad |    104,106    4.177742    1.369665          1          6
     impsafe |    104,137     4.54072    1.231608          1          6
     imueclt |    107,170    4.247681    2.464888          0         10
     imbgeco |    106,831    4.933259    2.354905          0         10

. 
. 
. * close log file
. 
. log close
      name:  <unnamed>
       log:  C:\Users\agnolin\OneDrive - Università Commerciale Luigi Bocconi\CPS paper\Text-Tables\Paper\Submissions\CPS\Final_Resu
> bmission\Replication_Folder\replication_obs_evidence_ess_logfile.log
  log type:  text
 closed on:   4 Jun 2024, 16:04:56
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